You can find the instructions, and a graphic showing the settings you need to configure in Ableton Live here:
Connecting Music Mouse to a DAW
With Music Mouse and Ableton Live both opened, open the Ableton Live settings menu, click on Tempo & MIDI, and then in the Input Ports section, locate the Music Mouse entry and click the checkbox under “Track”, then scroll down to the Outputs section and click the checkbox under “Sync”.
Next, in Music Mouse, click the Preferences tab, and under MIDI set the Mode to MIDI.
Back in Ableton Live, load a VSTi on a MIDI track, click on the MIDI From dropdown box and choose Music Mouse as the source. Lastly, record arm your track and go back to Music Mouse and you can now hear the output from Music Mouse through your VSTi.
If you are using an instrument with a long sustain, please note that you might want to go to the PERFORM tab in Music Mouse and switch the Articulation from Full-Legato to Half-Legato or Staccato