I am using Finale 2012 with Wine on Ubuntu 13.04 and I am trying to connect my keyboard through a Yamaha UX16 midi to USB cable to my computer so I can use it with Finale. When I list the usb devices in the Terminal, it picks it up, but Finale wont see it. Is there some sort of driver I'm supposed to install?
The problem is that Wine's USB support is still being developed, and for now you can't use USB devices with software running with Wine. However, if you want to go through the trouble of compiling Wine from source, you can feel free to do so. More information can be found here.
Wine should work with native MIDI so long as it's properly set up on your system. The instructions are here: https://wiki.winehq.org/MIDI.