Not at all sure what you're thinking of here.
You refer to the 'new keyboard' only. In which case I'm not sure that midi can do anything for you at all, and certainly none of the things you mention. The keyboard will do what it can do directly, and the link between keys or buttons pressed and sounds made could well not involve midi at all. If the keyboard you get includes some sort of 'sequencer' that in effect records and then plays back stored (recorded) data, this data may include (or be all) midi based and then midi COULD be relevant, but you don't say anything about this possibility.
As Steve above says, if you bring a computer, and software on the computer, into the setup, then all sorts of things become possible as midi data moves bewteen the keyboard, the computer and the software, whereupon you will be able to apply various levels of manipulation. You could, for example, use the various controls (keys, and buttons) on the keyboard to create sounds generated by the software on the computer, or you could use the software to create original sounds back on the keyboard via midi (and SYSEX) manipulation
However, the keyboard can still do only what it's capable of doing, and the computer/software likewise, while your original message suggests you are hoping to find 'unlimited sounds and cool customisation' from - well, from where?,
Geoff