Open up one of your midi editors, like the piano roll for example, and click (or is it double click?) on the MIDI in button in the toolbar on the upper left of the local window. Then select the note you want to alter, play the corrected note you want on your MIDI keyboard, and the selected note will jump to that pitch.
I tried it myself and found the behavior to be inconsistent. I think it's buggy in the current version. Try single clicking on the MIDI IN button. If that doesn't work, try double clicking on it. But it _does_ work the way it is supposed to eventually - which is changing the pitch of the selected note.