I just bought a somewhat older device online (Mackie Control Universal) and it is not USB or firewire compatible. It can only communicate with a computer via MIDI. I have never touched a MIDI cable before in my life and was wondering exactly how I can set this control surface up with my computer.

Can I connect the "MIDI out" on the Mackie to the "MIDI in" on my USB audio interface? Would I have to make it a circuit by adding another cable from the "MIDI out" on the interface to "MIDI in" on the Mackie? I am unfamiliar with MIDI connections, but would this work?
Yes your idea would work.

The control surface also has motorized faders and other bells and whistles so get two midi cables (look for 5pin din cables, they're the same exact thing but they will cost you less money) and also connect the midi out from your interface to the midi in on the controller.
Name's Luca.

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