Matt is correct on one part I’ll expound just a little
Some MIDI HW went CHEAP (sorry no other way to say it) and only offer a MIDI OUT labeled OUT/THRU - with no dedicated MIDI THRU plug. The OUT in these cases USUALLY merge the OUT and THRU functions – or can be set to be one or the other or both via editing the internal HW settings.
But beware of latency if you start chaining too many synths (usually 3 to 5 milliseconds – per HW input to output connection) If more than three’ish modules in the chain probably time to think about a MIDI patch bay (it acts like an audio patch bay or audio mixer or both – depending on model)
ON PART TWO
Matt may be unaware of this but YOU CAN route to different MIDI HW if you have multiple MIDI PORTS on your PC using the free MIDIox (works in both WIN 7 and WIN 10 I use it sometimes for internal screwball stuff) see explanation
http://bandinabox.wikia.com/wiki/Accessing_Multiple_Midi_Portsand here is link
http://www.midiox.com/?http://www.midiox.com/moxdown.htm
another free app called MidiRedirector, which was written by a BIAB user, allows you to route to both an external HW item and an internal plugin
http://bandinabox.wikia.com/wiki/VSTi_MidiRedirector_v_1.xxthis Wiki site has other useful if new to BIAB
Good Luck
Larry