USB MIDI controllers & making music with Ubuntu

If you own an external USB MIDI controller (keyboard) or plan to buy one, you may be interested in how these things work with Ubuntu. Usually they  are shipped with a CD that contains a Windows/Mac drivers & some music-making applications. Therefore it is common to see a note on their box that one needs Windows/Mac to use the instrument. No doubt this may discourage Ubuntu users from buying such controller, but is Linux really a not supported platform?

And, by the way, how to setup a working set of music applications, that will allow one to compose & perform music (regardless of whether you have an external keyboard or not)?

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