Have you watched any of the Kenny videos (
https://www.reaper.fm/videos.php)? Your answers and inspiration will likely be found there.
My usage is pretty basic/beginner and yes I always use a vst. Mostly the free ones that I've seen in the videos above like Vital synth, Numa Player and Piano One. I like these better than the included ones from Arturia (the Arturia ones seem to be resource intensive and my needs are simple).
I also use the Chordgun script (
https://youtu.be/-v5oE79NJMg) which I find very handy to create Chord loops to practice with.
I don't think there's a way to reference any sounds in the MIDI (what do I know?). You probably want to investigate rendering, stems, bouncing, printing, locking tracks, and get some guidance from those in the know, along with the many videos out there.