Glad you asked! You can get your own MIDI files in a number of different ways. You can export them from a notation software like Finale/Sibelius, you can create them in a Digital Audio Workstation (like Logic, Digital Performer, etc) and you can even find pre-made midi files online as well! Side note: If making them in Logic, follow these steps to ensure smooth import paying special attention to the "joining" of regions.

We've made a short video illustrating how to create your own MIDI sequence and import it into RMS Coach's Original Show Builder. The program we use in the video is Presonus Studio One 4 Prime, which is free for all and works on both Windows and Mac. You'll need your own MIDI keyboard as well.