The current docs only have instructions for Windows and Mac OSX on how to set up a virtual midi bus. This is a surprisingly easy process on Linux if your distro has ALSA preinstalled or if you have ALSA available to you. A pretty quick guide can be found here:
https://tldp.org/HOWTO/MIDI-HOWTO-10.html
Either linking to this or paraphrasing the guide in the docs to mark down how to route midi could be useful for any Linux users