Indeed, they won't do you any good with standard MIDI hardware.
The MIDI sound effects are mostly Adlib and include instrument definitions only useful for the included Adlib driver. Same goes for the few MT-32 sound effects.
If you have the enhanced CD of MI1, most sound effects are very low quality samples. MI2 has very few samples.
If you have the Special Editions, all sound effects are included as samples. You can just extract them.
If you don't, the best thing you could do is probably simply sample those sounds of the game while playing it. In ScummVM, you could do this without the music. Just type "imuse panic" in the console just before the desired sound.
Be aware though that the game might hang if music doesn't play where the scripts expect them to.
Alternatively, you can use multimidi and select an unconnected midi port. This will play any adlib only effect without audible music.