Hi, welcome to the Magix forums.
I have to confess to being a little confused about what you are wanting to do! You mention using home-made midi objects but then write about creating a new midi object, so can you clarify exactly what you are doing and in which version of MM.
I have the Premium version but I would be very surprised if the free version does not also allow this: you can drag an existing .mid file to an available track on the workscreen and it will open and play.
Also, if I follow your route of
EDIT > OBJECT > CREATE NEW OBJECT > CREATE NEW MIDI OBJECT.
I can create a new object on as many tracks as I wish, I'm certainly not limited to only one object BUT MM does seem to automatically place it on the same track as the one created previously. However, it is a simple matter to drag the new object to whichever track I wish to place it in.
So, please give us more details about exactly what you are wanting to do and what you see on your screen. The spec of your computer may not be directly relevant here but it is always useful to know something about the machine actually being used. This post will show you what information would be really helpful.