Yes, the same way as any other sound file, but it doesn't sound as good on high-end sound cards if you play it that way because in the interest of cross-platform consistency, FMOD has elected to re-implement its own internal MIDI syntheizer without using the sound card's sound table. Really you can use anything you want to play back sound files, but FMOD is the only sound library that I'm delivering with SGDK2 right now. I don't know if there is a good way to stream MIDI files from memory through other mechanisms, which is what SGDK2 "wants" to do. But any mechanism could be added to a project as a customization to allow you to play MIDI files either from disk or from a resource embedded in the EXE file.