Unfortunately, this connection method is not supported. As the GP609 has only a USB-Computer port for wired MIDI communication, you cannot directly connect your GP609 with an instrument, which has only 5-pin MIDI DIN connectors. A work around is to use a third party MIDI host box.
You can connect the GP609 to your computer via a standard, high-quality USB A-B cable, and a USB Audio Interface must be connected to the computer (like the RUBIX-series from Roland), so you can connect the MIDI OUT of the interface to your instrument, which only has a 5-pin MIDI DIN connector.