It looks like your piano has:
Output jacks (L/mono, R)
Input jacks (L/mono, R)
MIDI in connector
MIDI out connector
two headphone jacks
And has no USB or Firewire connections. So you will need a MIDI cable from MIDI out to an external soundcard.
The external soundcard can be USB or firewire (for connecting to your computer). I would recommend a PCI or PCIe card though, and in particular the EMU 0404 (for entry level), or one of the others if budget allows.http://www.emu.com/products/welcome.asp?category=505&
I have an EMU 1820M (discontinued model) so I'm biased. However, unlike many soundcards, the EMUs have native ASIO (vital for low latency).
Then to hear what you are playing there are several options:
1) Connect the soundcard to the piano with audio cables (L/R), and hear the sound on the piano's speakers (not usually very good quality IMO),
2) Connect the soundcard to external powered monitor speakers
3) Connect headphones to the soundcard.
Several users that I know of are using the EMU 0404 very successfully with Pianoteq.
I use powered near field monitors and headphones - my 1820M has the same black box as the 1212 and 1616 models - the headphones and monitor speakers plug into this box.
You might try posting your queries on the Pianoteq forum.