See the threads on importing MIDI files into a scoring program. If played in from a MIDI instrument (exactly the same in concept), the results are likely to be VERY confusing. No-one can play the shorter notes and intervals sufficiently precisely and consistently that the software can recognise them properly.

Better results are obtained if you can get hold of a MIDI file created directly by a sequencer program, as the note lengths are usually much more consistent.

I have, in the past, written a program which will tell you what chords are being played in a MIDI file. This is a commercial program, available from Hands-on MIDI, but is reasonably priced.

Midi Chords