Welcome to the forum.
A MIDI file is not really an Audio file, but a set of instructions on how to patch a MIDI device. There is no Audio signal. That is produced from using that MIDI file to control a MIDI device.
Now, there are programs, that can record the output from such a device (many sound cards have MIDI capability), when the control file is played into it.
Good luck, and if you do record, either digitally, or acoustically, from a MIDI device, you will want to Save the recording to PCM/WAV @4 8KHz 16-bit, for Import into PrE.