Reply to Kontrol S4 + Microkorg XL

Hi everybody! I am about to buy a Microkorg XL in a week, for production and a bit of learning how to play in general and such, and I just wanted to make sure a couple of things. Can I hook it up to my S4 as a live input? and if I can, would I then need a cable like this:



or should I use a midi cable or something?