Basically you change the operation mode of the RK006 with the OTG Cable
In the manual there is on the first page a little schematic (top right):
https://www.retrokits.com/rk006/RK006_manual.pdf
Using the OTG in between also means the RK006 is not an interface anymore, it's a host, so a PC with OTG and then the RK006 will not work (host <-> host)
You can connect a usb hub on the OTG cable and the RK006 can also interconnect up to four devices on that USB Hub, all midi which comes in from those devices connected to the hub will be merged and distributed by the RK006 to each other and to the TRS outputs.
If you want to use the MPC with the RK006 and some USB devices, probably this is a setup
USB power, OTG Cable (and maybe hub) with connected usb device(s)
RK008 out, RK006 in (or host via otg+hub usb)
RK006 MIDI out -> into other MIDI Devices you want to control, MPC, etc
Now the MPC can slave to the RK008 and also the other USB devices, you can indeed put a note filter on the TRS-port where you have connected the MPC.