Bitwig's official tutorial walks through the full process of connecting a hardware synth to Bitwig Studio, from physical cabling to in-DAW configuration. Most modern synths connect via USB for MIDI, with audio routed through your interface into Bitwig.
The key tool here is the HW Instrument device, which consolidates MIDI output and audio return into a single track. You set the MIDI port and channel (channel 1 is the default for most synths), then configure the Return section to match whichever input your synth's audio is coming through.
Once gain is set and levels look healthy, you can monitor and record your synth live, all from one place without juggling separate MIDI and audio tracks.