If you want to keep session settings constant from one project to another make the changes to the Normal.cwt project template. I usually rename the original Normal.cwt so that there is a copy of the factory setup available, just in case.
There is no virtual keyboard included in current Cakewalk products. There are third party virtual keyboard available on the internet but the best solution is to purchase a real MIDI keyboard.
To force a second instance of the PRV to open, before clicking on a second clip, right-click on the PRV tab (just to the left of the "New" in your drawing) and click "Lock Contents".