Is there any special type of MIDI cable?
I mean anything I need to look for to avoid buying the wrong one (if there is a wrong one)
If i want to plug PSR-E223 to Komplete Audio 6 interface can I use http://www.amazon.com/Foot-Long-MIDI-Connect-Cable/dp/B000068NTU/ref=sr_1_1?ie=UTF8&qid=1360294079&sr=8-1&keywords=midi+cable this one...?
Is there a cable specifically for IN and another for OUT or something?

No, But there is a quality difference just like any electrical component and a real cheap cable might be a bad investment. The one in the picture seems OK. 5' is a nice workable length. 

I'm still using some MIDI cables that I bought circa 1981 from Radio Shack for $4 apiece. A couple of them are handy 20-footers. They've been stepped on, rolled up into cable bags, had drinks spilled on them, pins bent and re-straightened. They all still work.

The great thing about conventional 5-pin DIN cables is you can use quite long runs without problems. I've even connected two 20' cables with a F/F junction and it worked fine. 

I will never use USB for MIDI if I have a choice.

If there is any caveat I can think of, it's to avoid the Monster brand.

Similar to bitflipper, I'm still using the cheapo MIDI cables I picked up when I bought a new Poly-800.
Also use a ~more recent~ one they threw in when I bought a new ESQ-1.

Still use the ESQ-1 as a MIDI controller these days.

Ya but don't forget,,,, cheap made in 1980 would be equivalent of well built for 2013.... The new breed of cheep is REAL cheep. 
But for $1.50 I'd buy 10 of them. I think all my midi cables are 25 years and older too... Most say "Roland" or "Korg" on them. 

I don't think I've bought a new midi cable in well over 20 years.

Midi is midi. No special cables to consider.

I use a lot of midi cables, and some date back to the early 80's. I've never had one crap out.

I wouldn't worry too much about brand, unless they look like an obvious piece of crap.
 
And I second the "avoid Monster" comment.

I'd go for a little longer cable myself. 5' may be enough, but it won't give you much leeway.