I looked though the hardware files included, with Cakewalk PA 5 and 9, and I didn't see anything. I also found no evidence, of support, for the other devices listed in that review.
After the Windows drivers are installed ( maybe ->
http://web.archive.org/web/20030411093807/http://www.yamaha-xg.com/utility/index.html) I'm not sure what more would be required. The included audio profile file has no mention of it. But audio hardware profiles can be generated.
Could it have something to do with DirectShow (directsound) support? I read, elsewhere, one of the devices gave instructions to select the DirectShow driver listing, in Cakewalk, as opposed to the other listings for the device. It may have nothing to do with it.
I feel like I must be missing something. Probably just that I never used audio recording hardware, that old (only midi).