Disclaimer: I'm no Studio One expert, and I'm not certain of everything you want to do or how experienced you are, so you might want to take the following with a grain of salt.
I like Studio One well enough; I occasionally use the free version, Studio One Prime, although it isn't really my DAW of choice. However, it does seem like certain things are more complicated than they need to be-- at least, more complicated than in other DAWs. But once you get past those bumps, it's a pretty easy DAW to use.
First of all, if you want to use external MIDI devices then you should configure them in Studio One or they'll be more difficult to use. There are at least 3 ways to get to the MIDI setup window:
(1) Click on the "Configure External Devices" link on the startup screen.
(2) Click on the "Studio One" menu, click on "Options," and (if it's not already selected) click on the "External Devices" tab (its icon looks like a 5-pin MIDI port).
(3) Press the CTRL-, keys), and (if it's not already selected) click on the "External Devices" tab.
From there you want to click on the "Add" button to set up a new device, or click on an existing device and click on the "Edit" button.
There are a lot of devices listed by manufacturer, but I find that it's better to set up your devices yourself-- at least, if you're setting up a MIDI Input or MIDI Output device. You can set up 3 types of devices, each being for a particular purpose:
(1) New Keyboard - This is for a MIDI Input device, such as a keyboard controller, drum pad controller, or any other type of device that will be sending MIDI messages to Studio One to be recorded or to play a virtual instrument.
(2) New Instrument - This is for a MIDI Output device, such as a digital keyboard, synth, electronic drum kit, or any other type of sound module that will be receiving MIDI messages from Studio One.
(3) New Control Surface - I don't actually use this option myself, but I believe it's for a MIDI device that you want to use for controlling Studio One itself, including functions that might be recorded in automation tracks.
Note that in some cases you can-- and, in my experience, should-- set up the same device more than once, depending on how you want to use it in Studio One. For instance, if you have a digital keyboard then you might want to use it for both MIDI Input and MIDI Output, in which case you'll want to set it up as a "New Keyboard" for when you want to use it as a keyboard controller, and as a "New Instrument" for when you want to use it as an external sound module.
In addition, you might want to set it up multiple times, once for each channel, rather than setting it up once for all channels. For instance, if you have a 16-channel multitimbral keyboard named XYZ-123, you might want to set it up as 16 MIDI Input ("New Keyboard") devices, such as "XYZ-Ch01-In" through "XYZ-Ch16-In," and as 16 MIDI Output ("New Instrument") devices, such as "XYZ-Ch01-Out" through "XYZ-Ch16-Out." For each of these you would want to deselect all channels in the setup except the particular channel you want to receive from or send to. You might also want to set it up for sending or receiving all channels at once, such as "XYZ-All-In" and "XYX-All-Out." That's a lot of extra initial setup work, but in my experience it will make it easier later on when you want to add a track in Studio One and assign the device for MIDI Input or MIDI Output on a specific channel.
Of course, once you've set up configurations for your devices, you don't need to keep doing it all over again each session, so it might be a hassle to do but at least it's a one-time thing.
By comparison, in other DAWs you might be able to just select the device for either MIDI Input or MIDI Output on a given track without having to configure the device first, and then choose whether you want to send or receive on all channels or just a specific channel.