I just want to get piano sounds from the computer via the keyboard; not play a concerto on it!
Yes, you need a sound card and then you use the appropriate software to what you actually need. I've got a Sibelius outfit which allows me to use the letter names to play on my laptop. It's weird, but it does work! It's primarily a composing and arranging tool, writing out what you play on the music staves, but you can still play what you want and the sounds are pretty accurate. There are a lot of different versions of software that are a lot cheaper and sound more like what you want. But it is possible.