Hi db,
When you have a plug-in hosted in a DAW, in most cases it is better to remotely control that plug-in via DAW automation. In which case you would send MIDI messages to your DAW, which are translated to automation messages to the plug-in.
Generally speaking, MIDI to audio plug-ins hosted via the DAW is restricted to what protocols are supported by the DAW, and often this means no MIDI at all, or just control change messages. Also, the particular plug-in format may or may not support MIDI. The S-GEAR VST2.4 plug-in on windows offers full MIDI support as does the AudioUnit plug-in on OSX. Other formats do not support MIDI to the plug-in.
Mike