This Ableton tutorial walks through the full process of getting a MIDI controller physically connected and confirmed working in Live 10. It covers the distinction between class-compliant devices, which Live recognizes automatically with no driver installation needed, and those that require you to download and install drivers before connecting.
Once Live is open, the MIDI Preferences panel is where you verify the connection. If your device isn't automatically recognized, navigating to the MIDI Port section and manually enabling Track and Remote for your device will get it active. The MIDI activity indicators in Live's control bar then let you confirm that incoming MIDI messages are being received.