Hi all, some beginner's questions if I may ask :D

Most software instruments provide a way to auditions sounds. Typically the audition feature is represented by a piano keyboard or picture of the instrument (ex. drum synths). The audition feature cannot be captured as a performance.
 
There are virtual MIDI keyboards available on the internet. They connect to your DAW with a virtual MIDI cable, a separate piece of software you would need to install. While they can be used to capture PC keyboard performance as MIDI data, virtual MIDI keyboards are not very good. The best solution is a real MIDI keyboard. You do not have to spend much on one and anyone you get will produce better results than a software keyboard.

The softsynths are sound sources. You can use them with MIDI loops, or enter your own MIDI data with the step sequencer, piano roll view or a MIDI input device like a keyboard. The keyboard must be able to send MIDI data if you want to use the softsynths included with MC6. Many keyboards are also capable of making sound on their own but it is the MIDI portion that drives software instruments. Most keyboards today connect directly via USB making setup easy.
 
Once the MIDI performance is captured, you can edit it, assign it to a different instrument(s), turn it to audio data and manipulate the audio and more. Capturing the MIDI data is just the beginning.

MC6 has several ways to view a project file. The piano roll view is a presentation of the MIDI data similar to the way an player piano roll looks (although scrolling horizontally instead of vertically).
 
When you ask

Artorias
If I get a keyboard, would I have to get a MIDI one, or any keyboard may do the trick?

I assumed you had a keyboard in mind. If all you want to do is play the instruments included in MC or other software instruments, a MIDI keyboard is all you need. MIDI keyboards send data to MC which in turn tells the softsynth what to do (in other words the keyboard drives the instrument). A simple MIDI controller like the Alesis Q49 would be a good starting place. I do not know prices where you are but they sell for under $100US (is that around 75€ before VAT).
 
You can certainly score music without a keyboard and there is a view that I failed to mention in MC, the staff view. It does have it's limitations and working from a score is something you are interested in the a copy of Finale Notepad might be of interest. It is free. You can score in it and import the MIDI files into MC.
 
As I indicated earlier, it is possible to create music without a MIDI input device like a MIDI keyboard using loops and note entry using the step sequencer, the piano roll view and the staff view but a MIDI keyboard makes MIDI input a lot easier. You can also incorporate audio loops and, with the proper gear, live audio performances.
 
MC is a good starter program and you can create real music with it. It will take some time to get familiar with the software. You might want to work through the tutorials just to see how it all works. There are also some videos that may help you get started.
 
 
 

That delay is called latency. That is how long your PC and soundcard need to process the signal. What soundcard are you using? If you use the integrated soundchip it's not sure that you'll ever get a good performance. Using ASIO4ALL drivers (free download) some have gotten satisfactory results with the mobo soundchip. The MME driver that the mobo chips usually use, are the weakest of them all. WDM sometimes works ok.
 
A dedicated USB interface with ASIO drivers is the easiest way to low latency and fluent DAW work.
 
What softsynth are you using to produce the sound? As MIDI is just control data (like digital sheet music) it makes no sound of it's own. In case you are now using the MS Wavetable synth, I suggest you get aquainted with soft synths (I don't know which ones come with MC6). 
 
With all respect, your previous posts make me think you haven't spent even closely enough time reading the manual.
You need to do a good amount of homework if you want to learn this hobby.  If you ask a specific question about some detail that remains unclear in spite of your efforts, you'll find plenty of help in the forum, but no-one is willing to start copy pasting the help files here.
 
Take advantage of the links in Scooks excellent post above.

MIDI is numerical values that represents notes of music up and down the say - musical keyboard. If you have a MIDI out connector on the synth you bought then you need a MIDI connector into your computer to play the keyboard as a MIDI instrument. Usually a synth also has audio outputs that output the sound that comes from your synth so you can audio record (like making a *.mp3 file from another source) by creating audio tracks in the DAW (or Digital Audio Workstation - your computer and hookups to make music).
 
You can not make audio except by recording live playing the instrument onto a recording track in the program or else by creating a MIDI file and using a soft synth on the computer (MC) and using the MIDI track to play it back as an audio track after converting the midi track to an audio track.
 
In the program you can use different drivers in the Audio menu item under Options, there are Windows drivers, like MME, or WDM/KS or the other one but ASIO is the best because it accounts for latency in an audio recording but you need ASIO drivers for the audio/interface where the ASIO4All is a generic may or may not work driver depending on the audio interface (which would include sound cards not really made to be an audio/interface for good recordings unless it allows that and not all soundcards do - thus eventually needing a better made for it audio/interface).
 
The rest just about has been covered, but there are numerous ways to make a song by inputting midi values by the mouse on the computer using a Event List and editing that list, or Piano Roll view where you add notes to make up a song, or even by computer keyboard where you play a graphic image of a piano keyboard by clicking on musical notes on the graphic musical keyboard one at a time. A Piano Roll View can add more than one note at the same time by adding a note in the same time frame as the last note, and if liking Event List Viewer editing there also with adding values.
 
Well, that is just a basic overview, and perhaps you synth manual has more on Midi inside the manual as to what value corresponds to what control number you want or note number you want to add.
 
The only way to learn is to read until it sinks into your head, which may take awhile at first, but eventually you will have it sink into your head and still probably have questions but like a reference book, you can find out all about it, probably searching on the Internet, and reading the manual that came with the synth and learning it in the end.
 
Learning it may take some time, but then it is not a school course where you will probably forget a lot of things a few years more in the future, because it will stick with you because that is what will happen learning how to record using digital equipment like a computer and audio/interface, keyboard or even guitar or whatever musical instrument or doing it with midi values.