Do you want to play the MIDI files as sound, or route the actual MIDI events to some external hardware through the line-out? I can't help if it's the latter, but if it's the former, you'll almost certainly need a software synthesiser, such as
TiMidity++.
Looks like the Sourceforge page for Timidity hasn't been updated in almost a decade, but it's still maintained in the Debian repositories so I expect it'll be easily available for other distros too.
