The simplest method IMHO is to buy e.g. Garritan's GPO4 (personal Orchestra version 4).
It comes with a sample library of all common orchestral instruments, but also including e.g. a harpsichord and church organ.
Included is the sample player ARIA in three versions, the first is stand alone which means you load it, set the MIDI input to your keyboard, set the output to your audio card, load the 'instrument' you want to play into a slot, and play. It responds to velocity as note on attack, mod wheel for volume.
The other two versions of ARIA are a single audio stereo pair output VSTi version and a multiple (16 stereo) channel VSTi.
If you want Jazz instruments try JABB3, or for a marching band try CoMB2 all from Garritan at various prices.
Then there's Instant Orchestra, Classical Organs and Harps as well as World Instruments.
Just try garritan.com.
You'll need to learn a bit about MIDI to get the best from them.
And ... almost forgot, the latest ARIA also has a conventional reverb and a convolution reverb built right into it.