How to play piano via a midi keyboard?
Solution 1:
You can install a synthesizer from the Software Centre such as Bristol as well as a program to route midi commands from the keyboard to the synth, such as Jack Control.
Midi can either go over two different protocols, ALSA or Jack and Jack Control handles both. Bristol, by default, uses ALSA. Jack Control opens several windows and can look a bit forbidding so you have been warned!
Connect your keyboard the computer and start both programs. Click Connect in the main window of Jack Control, choose the ALSA tab and connect the output of your keyboard to the input of the Bristol by selecting each and clicking connect. You should be able to hear sounds now.
Other programs exist that work with samples or soundfonts and may give you a more authentic piano sound. QSynth is easy to use and you can route the midi exactly in the way I described above. There are two extra steps however. Within QSynth setup, you must point it to a soundfont file (.SF2), such as the one found here and you must click Start in Jack Control for the audio to be routed from QSynth to your soundcard.
Solution 2:
Try Pianoteq. It's a physical model synthesizer rather than being sample-based and it costs €100 but there's a trial version for a 20mb download. If your keyboard is weighted and you are focussed on piano and are OK with proprietary software then this one can't be beat.