I've improved the in-game messages a bit to guide you. As mentioned before, you'll need a MIDI device (or a phone or tablet as a virtual MIDI device) connected to your computer, and a modern browser with MIDI access on your computer. I've tested it on Chrome for now.

There's probably a solution that creates a virtual midi device given a keyboard.

But it seems a bit counterproductive to train on a weird setup. You don't want to contaminate your muscle memory.

You need to both have existing midi devices and allow browser access.