Recording
Instead of drawing notes you can play them in with a MIDI keyboard or your Typing keys. Turn on Record and start playback, and whatever you play lands on the selected Track. Turn on the Metronome first if you want a click to play to. When playback is stopped the same keys just let you try out the sound.
Recorded notes keep most of your timing, so they can come out a bit loose. If that's a problem, select them and Quantize afterwards.
Import
There are two ways in, depending on if you want to add to your song or replace it.
To add to your song, drop a file anywhere on Studio, or use Track menu›Import MIDI into track. The notes go on the selected track. If the file has more than one part, it asks which ones you want.
To replace your song, press Import, which only the song's owner can do. Each part you tick becomes its own track with a sound picked next to it. Studio guesses the sound from the part's name and the guess isn't always right, so check the list before you confirm. One undo brings your old song back.
Clips download as MIDI files, so this is also how you turn a jam into a song.
Export
Export downloads the song as a MIDI file, and it works for guests too. MIDI only carries the notes, so it'll sound different in another program.
If you want the song to sound the way it does in Studio you need the WAV download, which is on a Published song's page.