put the midi files on tracks in the arrange page. Either put them on a virtual instrument track and then assign an instrument like EXS24, or put them on a track for an external midi device if you are going to play them through a keyboard (but that requires you set up a multi instrument on the right midi channel).
When you play back your scores, you will find that they have a bit of a choppy unemotional sound to them. So freely move the midi notes in the matrix editor to be non-exact but more expressive. you may want to replay them in fact to get good expression.
you might also want to buy something like Garritan Personal Orchestra if you are doing orchestral.