We (Delora Software) get this question from time to time so here are some suggestions.
First up, it's important to get a firm picture of all the pieces involved in this seemingly simple question. A typical Continuum plus Kyma set up involves the following components:
The key question, when deciding which way to connect these components, is whether or not you always have the Continuum Editor running when you use the Continuum. If you have it always running, then you should set things up one way. However, if you sometimes use the Continuum without the editor, then there is a different way to set things up. Let's look at both, but before we do a few words about how MIDI is handled by the Continuum Editor, and by KymaConnect.
The Continuum Editor, when operating, provides a kind of "MIDI hub" to manage MIDI to and from the Continuum. One of its functions is to potentially route Continuum MIDI data to and from the Paca(rana) or Capybara. This is done by assigning the Editor's "Kyma" MIDI source and destination to whatever computer MIDI port is connected to the Kyma sound engine. If that sound engine is a Paca(rana), then the MIDI port used is the vPacarana virtual MIDI port provided by KymaConnect. If the sound engine is the Capybara, then the MIDI port used is whatever computer MIDI interface connects to the Capybara's MIDI ports. Using the Editor's "Kyma" source and destination slots though is optional.
KymaConnect also provides MIDI routing, and it also has some useful MIDI filtering features. One way to connect the Continuum to Kyma is to assign one of KymaConnect's Ext MIDI port "slots" to the MIDI interface that connects the Continuum to the computer. When this is done, KymaConnect routes MIDI messages between the Continuum and the Kyma sound engine. This works for the Paca(rana), the Capybara, or both at the same time.
Consider the following:
One side note. You should always make sure that KymaConnect is already running (if you do not have it set up to automatically run when you log in) before you start the Continuum Editor. The current version of the Continuum Editor does not recognize when MIDI ports come and go. If you start the editor before starting KymaConnect it may not find the vPacarana virtual MIDI port when you later start KymaConnect. Always start KymaConnect before the Continuum Editor.
This is by far the more common set up, and is the one that is implied in the various connection diagrams shown in the Continuum User Guide. You must have the editor running when you wish to use the Continuum with Kyma.
This set up makes the editor responsible for all MIDI communications between the Continuum and Kyma. KymaConnect should not route the Continuum MIDI to the Paca(rana) and/or Capybara.
Here is how the Continuum Editor's MIDI settings should look:
And this is how KymaConnect should be configured:
Of course any other MIDI devices that you wish to connect to the Kyma sound engine can, and should, be controlled by KymaConnect.
If you would like to sometimes use the Continuum with Kyma without having the Continuum Editor running, this is the set up you should use. Here all of the MIDI routing between the Continuum and the Kyma sound engine is handled by KymaConnect. So the "Kyma" MIDI I/O in the editor is left unassigned.
Here's the Continuum Editor's MIDI set up:
Again, if you have more MIDI devices to connect with the Kyma sound engine do so using this panel.
Most people will find that the first set up is appropriate since it is common to use the Continuum Editor whenever the Continuum is in use. There are, however, some advanced usages involving other MIDI devices that benefit from KymaConnect handling the Continuum-to-Kyma MIDI chores. Those set ups are more unusual, and if you need that type of complexity, you have probably already figured this out.
One advantage giving the responsibility to KymaConnect is that it works for almost all situations, whether the Continuum Editor is running or not. So it is a little bit more "set up once and forget". One possible disadvantage is that the Continuum Editor can no longer process the MIDI from the Continuum before sending it on to Kyma. Normally this is not an issue but it can be if you wish to use the Editor's ability to transform a conventional MIDI keyboard connected to the Editor's Ext. Control input so that it too can play notes on a Kyma sound when in Continuum mode. If that is an important consideration to your work flow then you will have to let the Continuum Editor handle the routing.
So in summary, it's probably a good idea to use the more common set up and let the Continuum Editor handle the Continuum to Kyma MIDI routing. If you have more demanding requirements, or want the flexibility to use the Continuum and Kyma regardless of the Continuum Editor running or not, then use KymaConnect to handle the Continuum-to-Kyma MIDI routing.