The game port was used for joysticks, flight sim yokes. etc., many years ago, before USB.
But it is also a MIDI-port, and can be used for music intruments I believe. That's what the "gameport" is still on soundcards, although it's no longer for game controllers.
If you can't see the gameport on the sound card, then you have the SB Audigy. It has an extra plate with the midi connector on it, which you only need to connect to the sound card itself, like
this.
RJ