1. Get the right tools
You need a USB A to USB B lead to connect your synth to the PC. The Micro X is a powered USB 1.1 port so expect that it will work with USB hubs (if you are working on a laptop with a powered hub or something similar). Verify your lead works with another device if possible.
Korg have conveniently been upgrading their USB connection software for years to accommodate more recent operating systems and have this alongside a ton of other utilities. I would suggest that you download everything from Korg's site here and get it in a place that you can access quickly, alongside the manuals and instruction guides.
2. Install the Korg USB software
Install the latest version of the USB connection software on your PC and make sure to uninstall any older versions first. This software also has a nice feature that analyses how many USB Midi devices you have installed on your PC, which may come in handy later on.
3. Plug in
Turn on your Micro X and plug it into your PC over USB. At this point Windows should recognise the synthesiser and install it as a MIDI USB device automatically - check the little popups in the system tray (by default, the bottom right corner).
4. Verify current firmware
To check your Micro X, get the zip with the firmware update software and uninstall ALL of the contents into the same folder - as long as they are in the same folder together that is fine. You will need to power off your Micro X and power it on while holding the page up and page down buttons together - this will boot the synth into USB update mode and the red LCD screen will explain that it is waiting for data over USB. At this point, start up the firmware update software and see if the software can interrogate the synthesiser. If you have version 1.15 already then don't worry about updating the firmware - you already have the latest one.
It will be about this point that you will run into problems, as the update software may not recognise that you have plugged in a Micro X or will complain that a MIDI port is not available - something along these lines.
Remember the little utility for USB Midi devices that Korg bundled? What you need to do is to use the utility to uninstall a device between MIDI channels 1-8 and uninstall your Korg Micro X as well. First turn your Micro X off and maybe disconnect it from USB as well. Then use the utility to uninstall both an unused device in that channel range and the existing Micro X in the list as well. When you reconnect the synth to your PC, Windows should reinstall the Micro X in the MIDI channel between 1-8 that you just freed up. I have no real understanding of why this makes a difference but it did work for me - when you reboot your Micro X into firmware mode and attempt to connect the synth it should give you an idea of the current firmware on the hardware.
Still having problems? I also changed the type of USB connection from "both" to 32bit only. My reasoning was that the synth was developed some time ago and long before the advent of 64bit operating systems, so this may help to recreate the conditions that the synth needs to operate.
6. Update your firmware - finally.
The latest firmware is displayed on the red LED display on start-up of your synth - the factory shipping showed 1.0.1 on mine, though when I was able to interrogate over USB the firmware update program said it was at version 1.08. The rule of thumb is to trust the update software here. The editor software will only seem to work with the most up to date version of the synthesiser firmware, 1.15, so hit upgrade and go make a cup of tea as the process takes about 10 minutes to complete. Of course if you have version 1.15 already then don't worry about the firmware.
Warning: do not turn off or restart your PC, turn off the Micro X or break the USB connection while the update process is taking place. This can brick your synth so take all the usual precautions.
7. Reboot your Micro X.
Turn off the Micro X and quit the update software when it tells you that you have finished the process and you should be able to boot the Micro X back into action - I notice that the firmware on the front page had changed from 1.0.1 to 1.0.5 - again just ignore this. 1.15 is the only firmware version that works with the editor and was the last version Korg released before retiring the product.
8. Test the editor.
You should now be able to install the Micro X editor as a standalone .exe, a VST or a RTAS plugin - for this the process is the same. now that you have a version 1.15 Micro X plugged in your editor should recognise it straight away and should load the patches from the synthesiser to the editor. What you change on the editor is reflected on the synth and vice versa - all in real time.