TiMidity doesn't work by itself. TiMidity needs the GUS/patch set which is a set of sound patches. There is no WAVE information in midi files, so TiMidity uses GUS/patches to convert midi files to WAVE files. Note that this use of the word wave sound files in midi technical terminology.
Many GUS/patches are available on the internet. Some people collect these patches and make sets of patches for TiMidity. I recommend the patches of Eric A. Welsh <firstname.lastname@example.org>.
If you are using Linux and an RPM of the patches is more to your liking,
or here ftp://urano.iceb.ufop.br/pub/timidity
The following are installation steps for using eawpats (Eric A. Welsh's
patch set) with TiMidity++ on Windows.
(If you install eawpats on UNIX, please read "c:\timidity" as "/usr/local/share/timidity".)