You have a few choices with a MIDI keyboard (that has its onboard sounds). In that it connects with a USB cable, I'm making the presumption (as with my Casio keyboard) that the connection is both in and out.

So, you can use it as a keyboard input device (so the notes you play on the keyboard get recorded/played back by your computer. However, in that configuration (with the data coming across the USB connection), you have to set up your computer to produce the sound (either via a track in your DAW and a VSTi loaded or a standalone sound module (such as Kontakt or Sampletank standalone), set to receive data from the keyboard.

If you want to hear the actual sounds produced by the keyboard's onboard sound engine, then you need a way to capture the audio out from the back of the keyboard and send that audio back to the computer. That would require a line-in capability from your computer (either via the onboard sound card or an external USB sound card). You have to set up your system to accept the keyboard data in the appropriate direction for the sounds you want.

See the diagram below for my configuration to capture both MIDI and audio data from my keyboards (which needs updating, but the concept is the same):

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John

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