Hi, 1 - You can use MIDI by two different ways:

1.1 - By defining a MIDI object on the track and using directly the included MIDI bank of your sound interface which allows you to choose a MIDI instrument : piano, trumpet etc...

1.2 - By using a VSTi like VITA. These synte allow to create an instrument with specific sounds and are played through MIDI notes.  Nota : VITA creates and uses a MIDI object.

2 - Defining a melody: in both cases, double click on the MIDI object to execute the MIDI editor. There is 2 possibilities to define notes.

2.1 : use the mouse to draw and edit notes in piano roll mode, or use your computer keyboard. Nota : you can delete the entire default melody, create a new one or load an existing MIDI file, by example downloaded from Internet. It is not the easiest way to define notes.

2.2 : using a MIDI keyboard with a MIDI or USB link. You can record yourself playing on a piano keyboard in parallel of your arrangement.

In both cases you can save your MIDI file from the MIDI editor and use it in an other arrangement or MIDI program (ANVIL by instance).
But by simple acknowledge at the exit of the MIDI editor your MIDI melody is saved for the current arrangement only.

Nota : in the MIDI editor you can change/select the MIDI instrument or VSTi. Refer to the online documentation upon MIDI editor.

Regards