If the settings are set up properly you should be able to connect the keyboard directly into your computer and will be seen by the daw software as midi input.
So in answer to your question: " it is not necessary to send your keyboard data through your interface first and you can connect both units to your computer. "
After that is will see 2 midi ports / interfaces.
It is then up to you to choose the right one
It's not about what you got to use .... but how you use what you got...
[ Post last edited on 10/23/2016 at 06:56:49 ]