With your MX MIDI Guitar all assembled, you're ready to rock! You can use it with any software that allows MIDI input. Most commonly, you'll use a MIDI controller with music production software such as Reason, Garage Band, FL Studio, Ableton Live, etc.
You could use the guitar for recording your own music with MIDI or for playing live. With the strum bar you can play in a really unique way that isn't possible with regular synthesizers that use a standard keyboard for note input. In a live situation, the added control of the accelerometer in the neck opens up a world of possibilities.