Open Launchpad and search for Audio MIDI Setup.
Alternatively, go to Finder > Applications > Utilities > Audio MIDI Setup.
A window called Audio Devices will open. From here, go to Window > Show MIDI Studio.
Window > Show MIDI Studio
You should now have a window called MIDI Studio. On the bar at the top, click the button with the globe on it. This will open a window called MIDI Network Setup.