Nope you do not connect your synth to a guitar amp. Had it been some old monophonic analog then doing that once in a while for a cool effect is alright.
BUt for your MicroKorg you will need a high quality stereo connection such as a home Hi-Fi (at least) or a mixer hooked up to a couple of decent speakers (either self powered or with their own amplifier).

Don't try playing the MicroKorg using a pick either.

-ED-