You can do either one. It is set up such that all tracks expect notes on midi channel 1; each track has a midi mapper plugin to send it to the proper channel in the LinuxSampler plugin. That way you don’t have to think about channels when writing or recording notes, just do everything on channel one and it will work.
If you want to use a midi keyboard, the easiest way is to go to Preferences, Midi, and enable to option to automatically route midi input to select track. Under input, enable the checkboxes for midi controls and note data. Go back to the Editor view, select a track, press keys on your midi keyboard and you should hear the instruments. To record, “arm” the selected track (by pressing the record button on the track), then click the big record button at the top, then click play.