I don't know if this is still a relevant question, but as I have a MPK Mini, all I did was opening the settings in the file-menu (where you can set up your MIDI controller) and if your controller is connected to your PC, in most cases it is set as 'input' automatically, otherwise you have to do it manually. Also make sure to set your controller as output (A,B,C and D). With that done, your controller should now work with notion.
But the next time you open notion, it probably won't work. So this is what you should do then: Open the MIDI-settings again and even if your controller is set as input, change the input to something else (none), close the settings-menu, open it again and change the input to your controller again.
I have no idea why Notion acts like this and I hope that they'll change it in the future.