Overlays allow you to see what keys correspond to each character on your keyboard.
With learn enabled you can set the note and scale of the chord you want to learn and see it appear on the virtual keyboard.
With chord suggestions turned on you can see an array of different chords that contain the key you've set in the menu using the scale and note buttons.
Connecting your MIDI Keyboard
Just press 'Detect MIDI' in the menu, make sure that your MIDI Device is plugged in and turned on.
You must provide permission to the browser to use MIDI, check your browsers site settings to enable this.