In order to use MIJOY PRO in MIDI Port Mode you will need a virtual MIDI cable driver (like MIDI Maple) or a MIDI loop-back.
You can create it by connecting a physical MIDI Output of your MIDI interface to one of its MIDI inputs.

1) Load MIJOY PRO in your VST rack.
2) Set it to MIDI Port Mode and choose the MIDI Out Port that it must use (your loop-back MIDI port or any virtual MIDI port).
3) Load the virtual instrument(s) you wish to control with MIJOY PRO.