No you don't, just plug the midi-out from your BSP to your Evolver and set the Evolver midi channel to match the channel one of the sequencer on the BSP (Evolver midi channel select is top menu row, line two, dial 7). As the Evolver is a monosynth, it will only run on one midi channel, so you can run the midi chain thru to your other instruments via the Evolver midi-thru port.
All that said, you don't need to start the midi chain with the Evolver, both the Mopho and the Tr8 have midi-in/out/thru also, so you can start with either of them, just do the same as I have described above. Set the Evolver and Mopho to midi channels 1 and 2, with the Tr8 set to 10.
Your BSP can act as a USB midi interface, a Midisport4 is just a (nostalgic reissue of a) USB midi interface (from 2000) with 4 in's and 4 outs and needs to be connected to a computer to run. Not really necessary for three instruments unless you are sequencing them with a computer.