Connecting synth to controller

Hello! I'm trying to connect a Roland JD-XI to XDJ-XZ to be able to sync BPMs + play the synth over tracks. Am trying to figure out how to connect it and what cables to use. Given that that Roland has both MIDI out and USB B, can I connect it directly to the USB B on the controller using a  USB B to USB B cable? Or do I need Midi USB to DIN converter (aka MIDI USB host)? If I do need the converter, out of curiosity, why, and what cables do I need exactly - din to din (roland to converter) and a usb a to usb b (converter to controller)? 

Also, how do I connect the audio inputs, which cables do I need and where do I plug them into?

Thanks in advance!