Unfortunately, I'm probably not the one to ask what to get. All of my stuff is old and I'm sure there are new devices out there that will work better for you. The Yamaha sounds good as a piano, and if you can connect it to a DAW and record that sound, I'd say that is a good start. But, using it as a midi keyboard requires another box called an interface and a driver. I wonder if it was intended to be used as that.
I'm basing this solely on the review I watched on the Internet. Sadly, this review showed no connections at all on the back of the piano. My interface (the unit that connects to the midi keyboard and plays all of the VST sounds is connected to my computer via USB. My keyboard is connected to the interface via midi cables. Yep, I'm old school.
You'd need an interface that talks to the keyboard via a driver and produces the VST sounds when played on the keyboard. So, when you play a note, the keyboard would send midi info (note on and off and velocity) to the VST sound though the interface and its driver. That output then goes to your DAW. My interface is made by Tascam. It's so old, it's no longer made.
My guess is if your Yamaha can be a midi keyboard, you could get a pretty good interface without a lot of cash, as long as you aren't looking for too many bells and whistles. I've got another cheap Tascam interface that only has one stereo in and out. It would allow you to record one stereo track at a time. Sorry, it's also no longer made, but I'm sure there are others out there.
There are a lot of freebee VSTs out on the Internet, and you can also buy some really nice VST software that has orchestra, drums, organs, choirs, you name it.
Something to keep in mind with midi. You are just using your keyboard as a playing device. Everything else is in the interface, its driver and the VST sound module. And if your setup would be like mine, my internal sounds have to be sent to the DAW via a totally different path than the midi sounds are, because they are internal to the keyboard and not part of midi.
I hope I didn't confuse you. This was posted on a minimum of sleep. I'll quit rambling, and let someone who knows more about the current devices that are out.