You don’t need to have it listed in the MIDI devices manager. This one is mainly used for external instruments, such as hardware synths modules.
OTOH, what you need is to be sure that the Prodipe MIDI to USB interface is listed in the Studio>Studio Setup>MIDI Port Setup and that its input is ticked as ‘Active’. Once this checked, you’ll need also to be sure that it is selected in the Input Routing drop down list which is in the inspector of the involved track.
After this, be sure that both the MIDI channel on which the TM-2 transmit and the MIDI channel used by GA SE are matching. Check also that the MIDI Thru Active option is ticked in the Preferences>MIDI panel. Once all done, you should be ready to go…