The master module has MIDI in via a special cable. Some of the MIDI signals are then distributed to the individual modules via the bus cable that connects all the modules.
Another method, particularly if you're working with Ableton, would be to use CV Tools along with a DC-coupled audio interface. This lets you DIRECTLY control the AE without using MIDI as an intermediate step. Basically, the same idea as Expert Sleepers' stuff in Eurorack...but cheaper, because you can find used compatible interfaces (I use a MOTU 828FW mkii..."obsolete" for audio, but perfect for this application) for around $100. Also, you'll have to tinker around with CV Tools to get your scaling right for the AE, but once you have that as a preset, you're golden.