USB Connection

Most of modern MIDI-compatible instruments support USB (Type B). This socket is often marked as "USB to Host".

You will need Lightning to USB Camera Adapter and a regular USB type B cable (used to connect devices like printers).

MIDI Interface

Good old MIDI interface is not popular nowadays, but if you have no USB option, you may find a sort of MIDI-USB adapter or connect with wireless adapter described on this page below.

Wireless Connection

If you are lucky enough, your instrument may support wireless (Bluetooth) connection out of the box. If not, you may use a kind of wireless MIDI adaptors for USB or MIDI interface made by Yamaha or other manufacturers.

To connect to wireless you should enable Bluetooth on your iOS device and then use "Discover Bluetooth Devices" option from Keyboard menu.