First of all, you haven't configured any of the pads. "Input" (in the pads section in MDM) is the physical input. Input 1 is normally used for the kick as it is a mono input. In your images, you have changed the pad "name" to hi hat and then ride, but that doesn't mean the parameters shown correspond to those pads - you're still on input 1 and will therefore only affect whatever you have plugged into that input. You should leave "name" as the actual pad you have plugged into the physical input; ie, plug your kick into input 1 and leave "name" as kick. Plug your hi hat cymbal into input 2/3 and leave the name as hi hat, snare in 4/5, etc. When you want to configure a pad, you choose its corresponding input, not pick it out of the "name" menu.
Those midi bars give you information on the midi messages being sent out of the module. The height of the bar indicates the velocity (strength) of the hit (also shown by a number at the middle of the bar), and the number underneath the bars are the note numbers each bar corresponds to. As you obviously haven't configured any parameters you can't expect anything to work properly. You need to look up the documentation
here and configure your pads first. Then, find out, via the piano or in the documentation, what note each kitpiece in Drummic'a corresponds to and assign those notes to each corresponding pad in MDM.
You have quite some work ahead of you but a lot of it is basic MIDI-related stuff that you need to understand if you want to successfully set your kit up, not because of some complexity that is specific to Megadrum.
If it ain't broken... fix it until it is.