I have an aged MIDI keyboard, and the plug you describe (tube with five pins) goes into the back of the keyboard. The other end goes into something at the back of my computer, but I forget what.*

When I had my computer rebuilt recently, I had to tell the shop that I wanted a MIDI connection on the back. Apparently it is not standard equipment.

In the olden days, the cable from my keyboard went to a soundcard. There was a peculiar arrangement which accepted the MIDI cable and also had a connector for a joystick. Not that I ever needed a joystick.

If that's a really old computer, look for a lumpy black projection on the back which will accept the other end of the cable with the 5 pins.

Then watch out! Next thing, you will shove that 2-year-old out of the way and you will be working with music.
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Later - I think it goes into one of little circles with a pink, green or yellow ring around it. So cute. But this is the up-to-date method.