I had MIDI working in the other direction (computer to arduino) but that was easier. Even then it only seemed to work on Linux and not on Windows so I gave up.
Getting MIDI from the Arduino into the computer is a little harder. From reading the docs I think you have to wait for all the bytes of the message to come through before sending it (usually 3 bytes). So you do have to do a little parsing of the data as it comes in. Don't bother with ringbuffers, you don't need them at MIDI speeds, just send each complete message as you get it.
I might have another look at it again in the future, i have an idea for a project which might need it...