How to set it up has been covered many times in other threads over the years, and if you want to use it live you can use a laptop. (The more powerful the better)

Best way to think of it, is to view the computer and VST as an external module/expander.

How it works:

The Midi from the keyboard sends the note and other information to the computer which then plays the VST; the audio from the computer can then either go into the audio input of the keyboard or an external mixer. (As with all audio the better the sound card the better the sound)

The start-up manual of the VST tells you how to set it up on your computer to work with your controller (Keyboard) and audio. (ASIO drivers are recommended)

The exceptions are Wersi OAS 7 instruments which can load the VST on-board, so that no external equipment is required. (NOTE: this does not apply to the Pegasus Wing which uses a totally different version of OAS)

Remember most entry level VST cost about the same as one sound pack for a keyboard. (And if you are reading this you have probably already got a computer.)

Hope this clarifies it for you.

Bill