I wrote this up in the ao486 section, but it should be applicable to any core that can use Midilink should work with this. I couldn't find all the answers in one place, so hopefully this will help in the future:
This guide will allow you to set up Munt, the Roland MT-32/CM-32L emulator, on a Windows PC and have a MiSTer core send its data over the network to that computer, which will play MIDI sounds. If your game/program also has sound generated by the Sound Blaster card at the same time, you will need to combine the inputs. For example, you can use the audio out of an HDMI to VGA adapter to the Line In on the computer running Munt, then plug your headphones or speakers into that computer to hear both at the same time.
Get Tobias Erichsen's LoopMIDI from here
Install it and run it.
Once LoopMIDI opens, click the "+" at the bottom. It should add a line that says "loopMIDI Port"
Get bbond007's UDPMIDI.EXE from here -- Windows will complain the file isn't safe or commonly downloaded, but it's fine. Either that or bbond007's got all my credit card information now.
Run it
On the line that says MIDI Device, click the dropdown arrow and choose the number that also says "loopMIDI Port"
-- Note: If you run UDPMIDI before LoopMIDI, UDPMIDI won't see the LoopMIDI port.Download and install the Windows version of Munt, here
Run it
Select Options -> ROM Configuration and tell Munt where your CM-32L or MT-32 ROMs are.
Click Tools -> New MIDI port...
Select the line with "loopMIDI Port"
You need to edit the /media/fat/linux/MidiLink.INI file on your MiSTer. I prefer the editor 'nano' for things like this.
Use PuTTy to SSH in to your MiSTer by putting in its IP address (From the MiSTer Main Menu, press F12, then the left arrow key and it will display your MiSTer's IP)
Login with root/1
Use the command: nano /media/fat/linux/MidiLink.INI
Edit the line that says "UDP_SERVER" to have the IP address of your Windows computer
Press "CTRL+X" to exit; press 'y' to save changes, then 'enter' to write the changes.
Now, fire up ao486 and change the UART MidiLink: setting to Remote (type is UDP, but that should be default).
Start up Space Quest 3 (or whatever!) and enjoy!