You are correct. The Mbox 2 would be your soundcard. Most any computer you purchase will have a simple sound card on it (either on the motherboard or not). The Mbox 2 will work with many other programs besides Pro Tools, but I find it easier just to leave the Digi device to run with Pro Tools and use my computer's sound card for other programs (like Windows Media player, the internet, etc.)
MIDI in is for any MIDI data you want to send INTO something while MIDI out is for anything you want to send OUT of something. So yes, MIDI out of a control surface goes to the MIDI in of your interface. A lot of control surfaces use USB connections these days though.
think of the control surface as a giant mouse. It allows you to controls certain parameters on your computer all from the comfort of your desktop!