I now assume that the usb input on the arduino module is only for set up and programming, not to accept the usb from my instrument?
Correct.
The USB host shield library include an example that implements a bi-directional MIDI DIN <-> MIDI USB host converter. Note the MIDI device must be class compliant and not include an internal USB hub. MIDI devices that are not class compliant do not work on Mac or Windows without loading manufacturer device drivers.
Commercial converters are available such as the Kenton MIDI USB host box. But it also has limitations with respect to MIDI class compliance.