Applies to Launchkey Mini [MK3]
Open Pro Tools go to Setup > Peripherals > MIDI Controllers:
In an unused row, set the Type to HUI > set the Receive type to select the Launchkey Mini [MK3]'s second port (MIDIIN2 on Windows, DAW Out on Mac)
The channels should be set to 8.
Please note that the above steps do not apply to Pro Tools First. Whilst you can use the Launchkey Mini [MK3] to transmit MIDI data into the DAW, it can not be used as a MIDI HUI control surface in Pro Tools First.