@Bellyman, as @iternabe says, you should be able to send midi over the USB interface to Pianoteq easily. What you didn't cover is where you want the audio from Pianoteq to go. Back to your keyboard, out to your mixer - then speakers, or to your computer speakers/headphones.
I have a Studiologic stage piano connected with a USB cable to my Mac. On my Mac I have a USB connected Motu M2 audio interface. I have Kali Audio powered monitors and sub connected to the M2. The M2 has 2 volume knobs, one for headphones, and one for the speakers. If I didn't have the M2 audio interface, I could also listen with the speakers built in to my monitor, or route the sound back to my keyboard and listen with headphones there. On the Mac, all this is pretty easy. I'm assuming it would be pretty easy on Windows as well.
Pianoteq has a trial version that works very well. It has all the instruments included so you can try them all. It has just a few keys disabled per instrument, and only black keys. (so the key of C is decent to try it with, since all the white keys work). The other limitation is after 20 minutes or so of actual use, it'll stop working, and you have to click on a dialog box about 30 times to get another 20 minutes.
Good luck, let us know how it goes.....