The central component in aRts that keeps track which applications are connected and how midi events should be passed between them is the midi manager. To see or influence what it does, start artscontrol. Then, choose View+View Midi Manager over the menu.
On the left side, you will see Midi Inputs. There, all objects that produce midi events, such as an external midi port which sends data from a connected midi keyboard, a sequencer which plays a song and so on will be listed. On the right side, you will see Midi Outputs. There, all things that consume midi events, such as a simulated sampler (as software), or the external midi port where your hardware sampler outside your computer is connected will be listed. New applications, such as sequencers and so on will register themselves, so the list will be changing over time.
You can connect inputs and outputs if you mark the input on the left side and the output on the right side, and choose Connect with the button below. Disconnect works the same. You will see what is connected as small lines between the inputs and outputs, in the middle of the window. Note that you can connect one sender to more than one receiver (and the other way round).
Programs (like the Brahms sequencer) will add themselves when they start and be removed from the list when they are terminated. But you can also add new things in the Add menu:
This will create a new aRts object that talks to an external midi port. As external midi ports can do both, send and receive data, choosing this option will add a midi input and a midi output. Under linux, you should either have an OSS (or OSS/Free, the thing that comes with your linux kernel) or an ALSA driver for your soundcard installed, to make it work. It will ask for the name of the device. Usually, this is /dev/midi or /dev/midi00. However, if you have more than one midi device or a midi loopback driver installed, there might be more choices. To see information about your midi ports, start the KDE Control Center, and choose Information+Sound.
This will add a new midi output with an aRts synthesis instrument. If you choose the menu item, a dialog will pop up, and allow you to choose an instrument. You can create new instruments using artsbuilder. All .arts-files with a name that starts with "instrument_" will appear here.