Bud...

Here's what I would do to at least get started:

If you can hear audio from your internal speakers on the Dell, you can just use an audio cable from your "headphone out" jack to your "Roland amp speaker", providing it has an available input to use alongside the Korg.

Not sure how you want to use the JBL.
If it's just for practice as you suggested, run the audio cable to it instead of the Roland. If you want to use the JBL as a monitor, see if the Roland has an "output" you can use to send the signal to the JBL.

You may or may not be satisfied with the "quality" of the sound you get. It stems from your chosen output driver, i.e. the MS GS wavetable synth.

Try the above and report back. If you need more info, let us know and we'll see what else we can do to help.

Good luck!
LLOYD S