Yes, the important thing is it sends out midi, at least for standard things like note on/off velocity, pitch bend, etc.
Yes, you probably need an audio interface. The Presonus Audiobox Go I use is very reasonably priced. I have been happy with it.
You will have to figure somethings out. For example, if you hit a note on the keyboard to trigger a plugin (VST, etc.), you probably do not want to also hear the internal keyboard. For now you can turn Local Off or turn down the master volume. But, you probably want a user tone slot that does not generate any sound to use when you want it to solely a controller. (I had to figure this out with very little knowledge).
You should check if any buttons send midi out to Gig Performer. You will probably want some way to switch rackspaces/variations/songs/songs parts. (It might not have that option).
One step at a time.
This is a good video for optimizing your computer:
Good starter video for you:
Watch all these:
Consider these:
And these:
Be aware that some video reference older versions of Gig Performer.
Good luck!
Jeff
[PS I meant to link to the full playlists for some of these links. There are a LOT of videos that are very helpful for keyboard players starting with Gig Performer. For people who are not great at learning by reading a manual (I think many musicians) these are amazing resources (thanks, Brett, Matt and all the other people who produced these!).