Create a patch with a [midiin] object connected to a [midiformat]
object.
(Hint - open the Help patch for midiformat and just copy all the guts
of the patch; then connect the midiin to midiformat)
lock the patch and double click on the midiin to make sure that it's
looking at the right midi port.
I don't know if the Kaoss automatically sends midi or if it has to be
enabled - check the Kaoss manual.
Waggle your fingers on the pad and look at what's coming out of
midiformat; that should get you started.
If there's nothing coming out of midiformat (and all the midi port
settings are correct) then it may be that the korg is outputting
sysex, in which case you'll need [sysexin] instead.
Then you have to do something with the numbers - objects like select,
route, unpack, scale, change are what you need.
HTH
David