Play to external keyboard

Hello, there,

I'm new to using MuseScore and still figuring it out. From what I can tell, there is no way to play MIDI files from MuseScore through a USB-MIDI adapter onto an external keyboard. I know you can enter notes with the keyboard, but am I correct that there is no way to play on the keyboard?

If that is the case, does anyone know of an inexpensive program that CAN play MIDI files in such a manner?

Thanks.