Yamaha DTXpress/DTXplorer/DTXtreme

I think that the best way to work is to link the module and your keyboard to
your pc to the midi port out and in. Then, you will record your midi track
on your pc and listen to them with the sounds of the module.(Just change the
configuration of your software to have the midi signal through the midi port
out). But you can also just plug your keyboard to the module without the pc.
I don't know about the to host port. But I have been said that a midi
interface or a midi cable plugged through the joystick port was easier to
use. Personnally, I own an old sound blaster 64 pci with a joystick cable,
and I didn't need drivers or to install a software. But it depends on your
projects.