Quote: "is all sound analog?"
What you hear is always analog, but there are many ways in which that analog sound is generated by your speakers.
Compare a phonograph, 8-track player, reel-to-reel-player, cassette deck, cd-player, mp3 player, all of which make sound, but all of them use different ways of acquiring and reproducing the sound you hear. Midi makes sound by taking a series of numbers representing pitch, length, decay, etc and modifying a table of pre-recorded sounds accordingly to reproduce a musical score. In order for your guitar to be converted into midi format, something has to listen for different notes, quantify them, measure their properties and convert those into numbers that are midi-compatible.
Just because a CD will fit on a record player, doesn't mean the record player can reproduce the music on the CD. Same thing with your guitar, if you have nothing that can act as an intermediary to translate the signals, you can't do it.