Import the MIDI file into a track on your audio recording software. This step will vary somewhat depending on what audio recording software program you use, but typically you will choose "Media File" or "MIDI File" from an "Insert" menu. Select the MIDI file from wherever you have it saved on your computer and place in the desired track in your project window.
Open the virtual MIDI keyboard in your audio software. Again, this will vary slightly depending on the software being used, but usually the virtual MIDI keyboard is found under a "View" menu or something similar. If you see a graphical keyboard on the screen, you have activated the virtual MIDI keyboard.
Play the MIDI file, and you should see the MIDI notes being played back on the virtual MIDI keyboard. You are now free to edit the MIDI track as needed, add new notes using the virtual MIDI keyboard, and the like.