If you have just bought the MIDI keyboard it would be far easier if you returned it and bought a keyboard with inbuilt sounds.
Casiotone CT S200 is about £100, and is of reasonable quality and tone at this price point.
That said if it is a piano they want to learn then a keyboard with the keybed like there is on the MIDI keyboard you have is not the best, much better to have a digital piano with a hammer action. These do cost more:-
Casio CDP S100 £280
Yamaha P45 £389
Casio CDP S360 £460
Yamaha P125 £500
An alternate is to buy an iPad at £320 and a Apple Camera Adaptor at £39 and connect it up to your MIDI keyboard, believe me this will be far less hassle than using a Laptop where latency (the delay time between pressing a key and sound being heard) can be a real problem.
You can then download the free Garage Band App onto the iPad and use the musical instruments supplied within the App to make music, plus there are hundreds of music related Apps and more than enough learning to play Apps like Playground Sessions, Flowkey, Synthesia.
Using a Laptop and the latency issue is not just the only issue, there is the selection of a DAW (digital audio workstation) App that will actually work on your laptop, simply learning to use one is a large task, it is the piano sounds within the App that you would use. There are other ways of generating sounds but again setting up can be problematic. There is no quick way of learning how to set up and use a laptop to learn to play a piano, the iPad route is by far easier, and vastly quicker.