think of the difference between notating music and how it sounds.
Let's follow one of many pathes from notation to sound, via MIDI.
You can notate music with programs like MuseScore (open source)
, where you enter one or more staffs for each instrument, creating your score. Usually these programs accept note input via mouse, keyboard (PC) or keyboard (MIDI). Please find example here (and listen to them online)
They usually can play your score, too, or export your score as MIDI. In both activities the program or the (external) MIDI-player convert notations into sound. That's where soundfiles and synthesizers enter from a technical perspective, some sounding great, some sounding bad on the same partition.
When you import your MIDI-file into a DAW, the DAW opens one or more MIDI-tracks, just like you had in e.g. MuseScore. DAWs mimick the mentioned sequencer (hardware) inside your computer. Again, the DAW let's assign you different synthesizers or sounds to each track. From there on you can do anything to your interpreted sounds, as you could for analog inputs, e.g. from microphons: amplify, add sound effects, filter, stereo-positioning (panning) etc. (You could also notate in DAWs on MIDI-tracks, if you like, e.g. from live recordings of your keyboard.)
From a program point of view there are some free ones available, like Anvil. However, they may not be much fun to work with. E.g. I'm fine with Presonus Studio One, which was bundled to my MIDI-keyboard. But the others mentioned are fine as well and work pretty much the same way.
So in summary you may want to have to enjoy creating and listening to classical music:
* sth. like MuseScore (free) for notation
* an USB MIDI-keyboard for easier note input to any staff and instrument
* a DAW, perhaps bundled to the keyboard
* some good audio output, perhaps via headphones.
For the audio output your computers sound card may be all you need, as they improved year after year. However, you may need some adapter between your computers output pin and your headphone.
So this totals to 0 Euros/USD, if you just stay with MuseScore, or sth. like 200 - 500 Euros/USD for new devices mentioned here.
Hope this helps, Michael