Please press the Tap button in order to access the Tap menu, then press the arrow-down button until you reach the MIDI Sync Off/On parameter. Set it to On using the wheel. Or course, you also have to set the correct MIDI receiving channel in the Utility menu.
The MIDI sync you can set here, enables the unit to sync to MIDI clock. It is not possible to set up a MIDI CC that can be used for tapping the tempo.