As mentioned above, an easy enough starting point would be to download Reaper for Windows (free to evaluate, with no restrictions, and inexpensive if you decide to adopt it permanently...). It's easy enough to get Reaper to recognise that keyboard as a MIDI source. To hear anything, you'll want a Vst 'plug-in', which will be easily set up in Reaper. There are literally hundreds out there to choose from; to get at least a piano sound, I'd recommend one called '4 Front Piano', which is free, and ultra-simple to use.
One big advantage to a set-up of the sort is that there are many on this forum able to assist with any niggles that crop up, to get it up and running smoothly and quickly.
Hope this helps.