First, what gwp99 said.
BIAB is NOT the place to learn how to do MIDI recording, sorry. I will get hate mail here from long time BIAB users on that one (and I count myself one of the longest, as well as OLDEST, users back to DOS but not quit back to it's ATARI roots - I never had an ATARI I had an home built Altair

).
I love BIAB but it really is not the place to start leaning /RECORDING MIDI. RealBand, since it came with BIAB anyway, is much better place to start: it can be set up as a basic MIDI sequencer and you can learn all the ins and outs of MIDI, channels, parts, etc. there. I don;t even record into it (usually).
Since you SEEM very new to MIDI in general, no offense, you really should do some basic reading like:
http://tweakheadz.com/how-to-get-started-with-midi-and-the-difference-between-midi-and-audio-is-explained-along-with-many-other-core-concepts-for-building-a-home-recording-studio/http://www.midi.org/aboutmidi/intromidi.pdfFWIW: the MID channel "$09" (and I am making a BIG assumption here that you are looking at the BIAB MIDI monitor as I explained it above) simply means that BIAB has its thru channel set to channel 9 (hex 09 = decimal 09) or that your Korg is transmitting on channel 9 or both. No biggie but since the "default" Thru is Channel 5 within BAIB if it was changed did you change it?
Finally, I wasn't going to revisit this topic at all since, Jazzmammal covered it more quickly when he noticed you had a USB connection on that Korg unit; hence, he assumed you were using the KORG'S USB connection (which DOES require driver installation from Korg as he explained- succulently) and as long as it finally worked no reason for any of us to revisit this topic. And you didn't post back after a day or two.
I assumed, without even checking to see if your Korg had a USB connection, that you were using the old fashioned 5-pin DIN MIDI connections ( because you bought an additional USB to MIDI cable). Although even a basic 5-pin MIDI cable still requires Windows having some MIDI I/O interface/device installed (as explained) that you plug that cable into. However, it does beg the question why did you buy a "USB to MIDI" cable solution if you already had a unit with built-in USB MIDI capability?
But immaterial whichever one you are using two 5 PIN cables or one USB cable - if the unit finally has "comms" with PC it's time to do some basic homework.
The whole Korg "is or is not a driver," "does or does not have a diver," etc. was a rabbit hole and semantics (depends on how you approached connecting unit to PC). I have multiple HW units some with USB, LAN, one with FW, but bulk have only 5-pin MIDI connections. However, I connect all of them exclusively using 5-pin DIN MIDI cables via multiple MIDI "mixer" patch bays (to/from each other and to/from PC and laptop).
Larry