I have UBUNTU 12.04 (KXStudio version) with several MIDI programs that work well both input and output. I installed Wine 1.5.31 so I could run Studio4 by Midisoft. The program runs, accepting MIDI input from my MIDI keyboard. It cannot play the MIDI file back. I assumed there was a problem with Studio4 so I installed MidiPiano. This give the a good input/output result after I configured the options "a2jnidid - port" and "USB UNO MIDI Interface MIDI 1". When I try to configure Studio4 the same way, wine will not let me. I insists on connecting input to "MIDI Through Port 0". Thus the application does not play.
If you want to synth MIDI in apps under Wine you need a MIDI synth in Ubuntu: