The MIDI channels sends are similar to the audio sends in some respect. You can select active VST instruments, effects with MIDI inputs AND physical MIDI outputs. So the CMC device will be there on the list as a selectable MIDI output. That way you can pipe MIDI information to different devices from one MIDI channel. So the MIDI notes will trigger the drum sounds in a sample player (for example Groove Agent One) and at the same time via the send routing the information will reach the CMC PD and light up the appropriate LED.
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