Albert de Boer recently wrote that he was unable to find any Laptop
computers with integral MIDI interfaces.  I do not think that any
currently manufactured laptops have this feature.  Years ago Yamaha
did make such a portable computer, but it was not on the market very
long and was quite expensive.

I have seen adapter cables that allow MIDI In and Out cables to be
attached to the JOYSTICK Port. These are simple and use special drivers.
I do not know if these are available to work with Windows 95 or 98.

I have had very good success in using external adapter boxes connected
to the computer's USB (Universal Serial Bus) port when playing BAR/ANN
(to MIDI output) files with WindPlay. The one I am familiar with is the
USP MIDISPORT 2X2 from Midiman.  It has 2 IN and 2 OUT MIDI Ports. Find
them at http://www.midiman.net/ and email to info@midiman.net.  From
Guitar Center I have seen them as low as US$70. The normal price is
about US$100.

EDIROL (Roland) also offers several MIDI interfaces for USB connection.
Find them at http://www.edirol.com/
They are a little more expensive, but very good.

I hope this guides you in the right direction