Plugging a MIDI Device in a MacBook Pro
Simple and cheap: USB to MIDI connector. If you need to plug in more than one MIDI device there are dedicated MIDI interfaces. Additionally, many A/D audio interfaces - that you might also use to record input from analog devices like guitars or microphones - include MIDI ins/outs.

Without more information about your specific needs I can't say the products I linked to are the best choice, but they are representative of the vast array of options for plugging a MIDI device into your MacBook Pro.