Over 10 years ago I used SAW when it was about the only good digital multitrack software available for the PC. It didn't support MIDI back then and it looks like that hasn't changed. What I was forced to do back then was do all my MIDI sequencing and editing in a separate MIDI sequencer and when I decided it was final I would record the output from my keyboard into a track on SAW and then just use and edit it like any digital audio track. While this is not as convenient as I would have liked it did work fine. Even back in the early 90s SAW was a breeze to use as they make very intuitive multitrack audio software and at the time was worth the work around due to the lack of MIDI support.

I guess you need to decide whether or not that would work for you otherwise you'd need to look at other software choices.