Sending MIDI between Sensory Percussion and another application on the same computer requires a few steps, since you'll be essentially running virtual MIDI cables between the two programs.
On a Mac you'll use the Audio MIDI Setup app:
Open Audio MIDI Setup.app (it's located in your Applications/Utilities folder)
Click Show MIDI Studio under Window in the top menu.
In the window that appears, double click on the IAC Driver Icon to reveal another window.
In that new window, click the "+" button to add ports.
If you would like to send and receive MIDI virtually in Sensory Percussion, you must use two AIC Buses. Otherwise, you will create a MIDI feedback loop.
In the IAC Driver Properties window, you can add as many ports as you need and name them however you like.