Let me try to answer your question, which, by the way you wrote 1 week and 4 days – not ‘a few months’ – ago
In order to playback a MIDI file all you have to do is to copy your MIDI file alongsite with your wave files to the song folder and it will be played back by the LP-16 when the song is played. (or use the Playlist Editor to add the MIDI file to the song)
Unfortunately we do not have the information which Controller or MIDI SysEx commands are needed in order to trigger a specific function on a specific device through MIDI. SysEx (System Exclusive) commands are manufacturer propriatary and/or specific a device. So you have to refer to the user manual of the device you want to control in order to determine how to create the SysEx Commands (normally you would do a SysEx dump of a certain patch or setting on the device and record this to a MIDI file with your DAW).
If the device can be controlled by MIDI Controller Messages you also have to look up the necessary MIDI messages in the device’s user manual
In order to actually create the MIDI file you can use just about any DAW (e.g. Cubase, ProTools, Logic…). Please refer to the user manuals of the DAW of your choice in order to determine how to create a Midi file that contains Controller and/or SysEx Messages
The uTrack 24 MIDI functionality is being worked on and should be part of the next firmware update which is expected to be released in Q1.