05 Ins and Outs MIDI messages are not sent via leads that plug into the back of whatever module you're using and then the other end needs to plug into the computer.
Well, surprise surprise, there are no MIDI inputs on a computer! (We know. It's a straight up money ting!)
That's why you'll need a MIDI interface and soundcard in order to record things.
There are loads of these available and many different configurations.
You need to get a clear idea of what you're going to be doing with the machine in order to narrow the choice down to the few that are right for you.
Mainly it comes down to how many modules you'll be using.
If you've just got a keyboard and a sampler then you might only need one or two inputs but the chances are you'll be looking to expand at some point so leave yourself room for this if you can afford it.