midi newbie: how to use keyboard controller, plug-ins, etc.

I use GT Pro on a Windows XP machine.

M-Audio makes a 61-key midi controller. The manual says I simply plug it into the USB2.0 jack on the computer and that's all there is to it.

Regarding how to make it play something: I want to play piano and organ sounds, possibly strings. I assume I get some VST plug-ins of those sounds and load them into my VST file. Then open the plug-in in the effects bin on whatever channel I assign to the keyboard controller. Play the keyboard, and the piano, organ or strings sounds are heard and can be recorded. Correct so far?

I want a variety of piano and organ sounds, such as grand piano, tack piano, honky tonk piano, etc., and pipe organ, B3, farfisa, etc. Do I need a VST plug-in for each separate sound, or does someone make a single multi-voice VST which will give me a variety of piano and organ sounds?

I also posted this query in the Software forum, sorry for the redundancy. Thanks in advance for your reply.