So you want to build yer studio, eh dude, ahem dudette.
Cool! we need more dudettes round here.
First you connect your keyboard to the computer. This can be done in many ways. Some keyboards have built in USB MIDI interfaces so you just plug the cable in. Others have standard 5 pin MIDI jacks. If there are no MIDI jacks on your soundcard or audio interface, you need some kind of MIDI interface. This can be as simple as a joystick adapter cable or a separate stand alone midi interface that connects to the computer by USB and allows you to plug your MIDI in and Out into it.
M-Audio MIDISport UNO 1x1 MIDI Interface with Cables and Connectors The MIDISport Uno is a 1x1 MIDI interface that is totally portable, hot-swappable, and powered completely by your computer's USB port. Drivers support all Windows operating systems 98SE and higher, as well as Macintosh OS 9 and Mac OS X.
Here's some inexpensive keyboard controllers. Some of these are just soundless midi controllers. They do not have sounds of their own, but will play your soft synths and midi modules connected through your computer.
Hook up yer audio Now