Here is a link to the software called LOOPmidi, which you need to install to route midi internally on your PC.

Questions covered:
How to activate your internal IAC midi bus on your PC?
How to route midi from SP to Ableton Live?
How activate the midi bus in Ableton Live to receive midi?
How to activate the midi bus in SP to send midi?
How to control if midi is being received in Ableton Live?