Yes.
There are multiple steps. The first step is of course ensuring your MIDI interface and/or USB MIDI device are installed properly. A word of caution about the Korg NANO-series: the driver is a bit finicky, but once you have things going, you should be fine. I bet most people don't use all three NANO devices. I do, although I can't with MyDMX, I just use the nanoKONTROL.
Step 2 is decideding what type of MIDI device you need with MyDMX. You can use multiple devices, your hardware will dictate what you can and cannot do. MyDMX does NOT like USB hubs, so that can be an issue. If you want triggering, you want a keyboard or pad type controller. If you want more direct channel control, you NEED a fader-controller device. Again, you can use multiple devices, provided you have the right hardware to make it happen. You have to also understand that MyDMX works off CC data and note ON only(not note off). Scenes are triggered via NOTE ON instructions. Direct channel control is done via CC controllers. Channel information is stored when the CC or note on is learned.
Step 3 is assignments. Direct channels are easy, you right-mouse click the channel, learn MIDI and then use your controller surface. MyDMX will learn that CC and then properly apply it. With scenes, it requires an extra step that I can't recall off the top of my head, but it's not hard. Again, you tell it to learn MIDI trigger, and it waits for you to hit a note.
In step 3, let me refer to the Korg nanoKONTROL. This device has 9 faders and 9 knobs per bank, and it has 4 banks. That's 18 controllers per bank ad gives you 72 total CC controllers. It also has 2 buttons per fader/knob strip, which if you want can be programmed for note ON usage, giving you 72 triggers as well.
Behringer makes some controller that only has knobs, but the knobs are all CC controllers. It's really a matter of preference. I use both faders and knobs on my Korg nanoKONTROL.
Keyboard and pad-type devices work ideal for scene triggering. Again, note ON only. There is no reason to hold your trigger down.
A lot of people have older guitar-oriented foot boards. Most of these work off pogram change instructions and NOT note on instructions. This is CRITICAL because myDMX DOES NOT work off program change instructions.
2 things to keep in mind. You need to document all your MIDI triggers and controller assignments in case they get lost(it happens). You also need to save often.
You WILL NOT see MyDMX as a MIDI device. You also have to understand that MyDMX will only respond to a MIDI signal that is coming INTO the computer. It must be a MIDI IN signal.
You also DO NOT want to do your sequencing and playback that may contain triggers for MyDMX on the same computer that is running MyDMX unless you want to risk MIDI loops and system crash. Sequencing needs to be somewhere else. You will also need to use MIDI as your transport protocol, which means 2 computers, 2 MIDI interfaces and a MIDI cable.