The lead should be connected into the 'MIDI IN' socket on your synthesiser, drum machine, etc. There is no provision for the +3 to receive MIDI data - it can only act as a source.
___________________________
__| 6 5 4 3 2 1 |
|__ ### ### ### ### ### ### |
|___________________________|
MIDI socket
| PIN | FUNCTION |
| 1 | RETURN |
| 2 | not used |
| 3 | not used |
| 4 | not used |
| 5 | DATA OUT |
| 6 | not used |