This is opened by clicking the “ADVANCED MIDI” button on the Hardware Interface panel. The Advanced MIDI device is only used if you are controlling Reason Essentials from an external sequencer, using the External Control Bus inputs. Normally, you send MIDI to a track via the sequencer, by selecting the sequencer track.
You can select MIDI ports for up to four External Control Busses (on the Sync page in Preferences). Each bus can host 16 MIDI channels, for a total of up to 64 MIDI input channels. The Advanced MIDI Device is where you can route each MIDI channel to a specific device in the Reason Essentials rack: