Okay, I've now got my setup in front of me, and I can't get PlayMIDI working either. Simon2Jukebox works, though...
The config file should be usable out of the box, and you do need GUS patches to go in DEVS:AMidi/Patches. WarpOS is required for the software driver.
That's what the docs say, at least. I could swear I had this working before...
EDIT: Okay, now it's working. I set the AMIDI_PATCHPATH env var, rebooted, and Blue Danube is now pouring out of my speakers. Not sure if the env var did it, or what, but there you have it.