Some control surfaces are bi-directional: Forte takes MIDI in - does stuff, and maybe sends MIDI out (e.g. on scene change)
Many control surfaces are NOT bi-directional and only take MIDI in. I think the Korg nanokontrol is only input. It might be made to be bidirectional by modifying its definition file, but I haven't spent enough time with it to know for sure what it can do on the output side.
Yes I agree it's a bit cryptic. The hope is to get a few good control surfaces and the rest should just mimic those. I haven't had time to do a full up analysis of the nanoKontrol. There is an input surface for it but it doesn't do output.