That’s it on the left, next to a standard MIDI cable plug. The whole thing is so small it fits inside a MIDI plug and can run off the power supplied by the MIDI output, driving a small pizeo buzzer.
Take a 5-pin DIN cable and connect your MIDI keyboard’s MIDI Out to the MIDI In on your interface. Note that, unlike USB MIDI devices, 5-pin DIN cables are not power cables as well as data ...