You should have no problem using LMMS with any soundcard supported by the operating system you're running. In other words, if you can listen to sound on it, you can use it with LMMS.
I'm not sure whether I understand your second question, but then I never have imported a MIDI, nor am I familiar with the devices you named. Do you mean a MIDI-file, or a MIDI-setup?
My best guess: do you want to make LMMS use the sounds your Roland Sound Canvas soft synth creates?
At the off chance my guess was correct; you can set a MIDI output per instrument in LMMS, by clicking on the instrument label (name). It should open the instrument properties. Below the vol/pan/pitch knobs is a row of tabs : PLUGIN ENV/LFO FUNC FX MIDI. Click on MIDI for the MIDI input and output settings. When you're done, you can click the disk button to save it in your presets directory for quick usage. I'm actually not sure where the default 'new project' originates from - whether it's generated or loaded from a standard system-wide file - so I'm not sure how to set up such a MIDI instrument as a default setting.
Is that in the ball-park ?