MIDI controller keyboards are a tool that allows you to trigger and manipulate digital sounds in other devices, such as effects processors and DAW software. The term MIDI is an acronym for Musical Instrument Digital Interface. It is a communications protocol that allows electronic instruments and devices to communicate; essentially the language that they all understand. This protocol converts the physical and digital information into a signal that other devices can receive and interpret.
MIDI controllers do not generate their own sound. They are tools that simulate the physical properties of an instrument so you can create a MIDI signal that gets its information from your natural playing style - a much more intuitive and organic way to create digital music than merely programming your music via the point and click of a DAW’s parameters.