If you're referring to playing back VST Instruments from your audio software, that's covered on page 10 of the "StudioLive Classic Software Reference Manual": https://pae-web.presonusmusic.com/downloads/products/pdf/StudioLiveClassicSoftware_ReferenceManual_EN.pdf
Outputs 1 through 24/16 in your recording application route these playback streams to their respective channels on the StudioLive (that is, the software’s Output 1 always goes to StudioLive Channel 1 FireWire Return and so on). Once you route a track in your recording application to play through one of these outputs, it will always be accessible on its channel by simply pressing the FireWire return button.
If you're asking "How do I connect a MIDI controller to my StudioLive 16.4.2 so that I can use it with VST instruments in my audio software?", you can't do that. As you mentioned, the 16.4.2 doesn't have a MIDI port. You would need a separate MIDI interface for that, but you could still route the playback from your audio software through the 16.4.2 (as mentioned above.)
