How Do I Chain Instruments

I saw the feature-tour video where the ability to chain instruments was mentioned. This looks awesome. In the video this is done by choosing something in the midi input box, but I dont quite get it. Could someone explain please.

There is a video on youtube that explains this instrument chaining in more detail.
But to say it in simple words: You simply pick the same midi device for each instrument that you want to control and with that you automatically add the instrument to the chain.Only thing left is to dedicate the instrument to a specific track and then fire up.