Best place to start is the voltage of your Arduino 5v or 3.3v, the Axo iis 3.3v so if you have 5v, you will need a converter between them.
Next bit is how you want to send data to the Axo, UART, SPI, etc, there are object in thhe Axo gui to select that will be a start for you to get the data from your serial connection.
If you want to send the data from the Arduino as midi data, you can connect with midi over USB if your arduino does that, or you can connect the Arduino Uart to the Midi din input on the Axo. There is alot of info on the forum for choices etc..
What is your preference for sending data to the Axo from Arduino ?