Glad you are so excited!
First off, what cakewalk software are you using?
You can use any keyboard with midi in/out ports on the the back.
This will be your keyboard controller or midi controller.
I use
a Roland D-20 Multi Timbral Linear Synthesizer Multi Track Sequencer! Check .jpg below.
I has alot of fancy features THAT I NEVER USE!
All I use it for is a midi controller. I have it connected to my computer with midi cables. When I press a key it sends a "note-on" midi message to cakewalk which then plays the soundfont, or DXi synth, or whatever sound I have it set up to play. When I release a key it sends a "note-off" midi message to cakewalk and the note stops playing. (This is where latency comes into play. If you have alot of latency, when you press a key it takes more than a few miliseconds for you to hear the sound and this causes a delay. Which makes it very hard to play music live.)
No you do not need a fancy keyboard at all.
The key criteria are:
1) Midi in, out, and thru ports.
2) 61 keys, at least.
3) Velocity and Aftertouch sensitivity (types of midi messages sent to your cakewalk program to control those aspects.)
4) A pitch bend lever is nice, but not required.
Most (if not all) of the fancy features found on todays new synths and keyboards can be found in software. So you can use these features inside of Cakewalk Sonar.
Not to say its always better, but its alot cheaper!
As to how to use them, in Sonar select Options>Soundfonts>Attach and browse to the soundfont you want. Its very similar if not the same in CWPA 9.0
This loads the soundfont into Sonar.
From here open up the track properties on a midi track and select the input port (midi onmi), output port (your soundcard), midi channel (1), bank # (soundfont bank), and patch # (soundfont preset or instrument).
You should now be able to play your keyboard and hear the soundfont.
If you don't have a keyboard yet, you can load a midi file first and then set up your soundfont to play back the midi file.
This is cool to hear different songs played back with instruments that would never have thought of playing that song with.
Anyway this post is getting HUGE!
Good Luck and Keep Making Music!
A1MixMan