With an X-midi 1x1 USB adapter I can output to a real Sound Canvas SC55-mkII and a Roland CM-64 perfectly fine. As a matter of fact it seems that the SC-55 sounds better like it receives settings for reverb and chorus better on the USB adapter than on my MPU-IPC-T card in my classic desktop. As long as you select the proper midi config for dosbox it works. In regards to using programs like cakewalk and such, I cannot confirm as to whether this works. But for DosBox I can utilize my external MIDI devices normally, or at least as normal I can tell. But you are correct in the fact that there is no control system in Windows 8.1 to control or configure Midi. I believe it was removed in Windows 8 for some reason. Seems silly to me considering musicians still record with MIDI technology. Pretty much forcing them to another platform it seems.

-Edit- In regards to programs within Windows utilizing midi such as a media player or a creation tool, if the program does not specifically have the ability to select which midi device to output to, it will default to device #0 which is MS GS Wavetable Synth. Which is awful. There used to be a tool out there online that allowed you to change your midi devices id# but I cannot remember what it was called. I will see what I can find.