Using Keyboard Outputs

The audio Pianoteq generates is fed through the audio outputs of your computer, so the computer must be connected to the speakers, not the keyboard.  You need to mute the keyboard itself of course ( just turn the keyboard's own volume control to zero ), although in principle you could have both ( rather distracting I'd have thought ).

Most ( anything Pianoteq runs on ) computers should generate reasonable sound from their built-in audio system for this purpose.  I'd certainly try that before investing in any expensive sound cards, and if you have problems ask more questions here.  Typically computers will have a standard 3.5mm jack for audio out.  Some systems ( mostly laptops ) have only one audio port that is both input and output, some ( mostly desktops ) have separate in and out ports for audio.

Personally I prefer the sound from headphones as speakers make using reverb more complex ( as you have the natural reverb from room adding to whatever you set in Pianoteq ).