You cannot plug a MIDI controller (often abbreviated "MC") directly into an Xbox 360. The console has no MIDI drivers, no standard MIDI ports (5-pin DIN or USB-MIDI class support), and games do not accept MIDI input.
Recommendation: If you want to make music, use the MIDI controller on PC/Mac with a DAW (Ableton, Reaper, GarageBand). If you want to play Xbox games, use a real Xbox controller. Mixing them is a Rube Goldberg project with poor results.