Without having a MIDI external hardware device connected, you can use what's known as a VSTi to create the sounds internally in software. The CoyoteWT is one such VSTi (I think this is free) but there are many others with improved sounds, depending on your requirements.

To use an internal VSTi instead of an external MIDI hardware device, go to Options > MIDI/Audio Driver Setup, and select an installed VSTi as shown:

Attached Files (Click to download or enlarge) (Only available when you are logged in)
2021-02-01_13-50-03.jpg (99.42 KB, 102 downloads)

BIAB & RB2025 Win.(Audiophile), Sonar Platinum, Cakewalk by Bandlab, Izotope Prod.Bundle, Roland RD-1000, Synthogy Ivory, Kontakt, Focusrite 18i20, KetronSD2, NS40M Monitors, Pioneer Active Monitors, AKG K271 Studio H'phones