On Windows, I use MIDI-OX. Keep in mind that only one Windows program can have the MIDI port in use at a time. Different Midihub’s ports can be used from different applications at the same time, as long as both applications are not trying to access the same one.
To set up routings in MIDI-OX, first you have to select the ports you want to use within MIDI-OX in Options → MIDI Devices.
Then draw the connections in the View → Port Routings… window between the ports to forward MIDI data between them.
When you attach or detach devices, you have to restart the MIDI software on Windows for it to react to the changes. There’s rarely any programs that rescan the available devices, Windows does not do a good job of providing the proper APIs for this. 