You can use it the same way as you previously used 'USB TO HOST'. Page 4 of this Music Production Guide says it best

https://www.musicproductionguide.eu/MPG/MusicProductionGuide_2025_01_EN.pdf

MIDI VIA USB TO DEVICE
The fact that the CP Series can transmit both Audio and MIDI
via a USB cable is nothing new. However, the “USB TO HOST”
Port is used for this. With Version 2.0, it is now possible to
connect an external keyboard or a MIDI controller to the “USB
TO DEVICE” Port. This Port was previously only used for data
exchange in connection with a USB memory stick. #04

This is a feature that is missing from the Modx, Modx+, Montage and Montage M models. On those models the USB TO DEVICE can still only use a thumb drive and even that has limited capability.

The 'TO HOST' post on those models (and for CP prior to the 2.0 update) was the only way to get midi to a device (computer) using USB. Otherwise you have to use the 5 pin MIDI cable which is much more limited.

Non-CP related info follows ...

Just to clarify - MODX/Montage extended the use of the USB TO DEVICE port in post-release firmware.  The USB TO DEVICE port now  allows connecting USB MIDI devices and sending MIDI data to the MODX/Montage.  It's one-way and MIDI only (no audio).

Montage (classic) firmware v3.0 - Supplementary Manual rev H0 pg 23: "You can now connect MIDI equipment via the USB TO DEVICE terminal."

Or see: https://faq.yamaha.com/usa/s/article/000024124