It is a soft synth, a sample playback synth. It comes loaded with Programs (patches in synth speak).
You insert it into a DAW - or standalone. Read the manual for your DAW if the former.
You choose a program - a sound. Read the manual. Play a sound for an external midi keyboard. Read that manual and set it up. Record the sound and proceed with your song construction.
It may seem like a lot of reading, but it does take time.
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