Unless I'm mistaken, if it's 5pin midi, it will not be displayed by name. You simply select the port that it's connected to...
...and remember to enable input echo if you're planning on using it to trigger anything other than it's internal synth. If you're using the internal synth and recording midi remember that you must route the outputnof the midi recording to the gr9's input.
I frequently record such devices by disabling the device's local control...
Recording the midi on a midi track with midi echo enabled and its output fed back into the device (gr9 in this case) while also recording the audio output of the gr9 on an audio track...
The need to disable local is to avoid a midi loop creating multiple triggers...