Thank you very much for the detailed answer! The truth is that I hardly understand all this at all, it's really complicated for me, especially since my system is so outdated, I think the best thing for me at the moment right now is to go for the simplest solution, that I can only hear what I played, later I will find a better solution where I can also edit the sound better, but for now I think I'll start with the fact that I can only hear what I played. What do you think is the simplest and easiest solution for me ?
If you have a GoPro camera and that camera has a mic input (or you can get the mic adaptor) a simple 2way splitter from the headphone out of your module one end going to your headphones and the other to the mic input on the camera. That allows you to record audio and video at the same time, plus you will be able to play along (and record) both the aux track (of some audio coming into your module to play along) and your playing at the same time. As of right now the simplest setup.
If you don't care to record video, you can still use the splitter, from your module to your headphones, then the other end to the mic input on your computer. That is not the most ideal way to record but it will work, you just have to make sure the input level from your module is not too loud or your recording will sound bad. (You will still need a program to record. Cakewalk Sonar and Audacity are free ones to try).
The best way is to get a sound interface (there are a lot of interfaces from about $100 and up.)
Also take it one step at a time we didn't learn everything at once, I took months or even years to learn all that I now know.
My recommendation is first find yourself a decent DAW (Digital Audio Workstation) Be it Cakewalk Sonar (Free) or Reaper ($50-60) or whatever you decide you want to learn. Once you have that installed, search for some getting started tutorials in YouTube. Also, don't forget to read the program's manual and do a Google search on a getting started guide and possible a forum for it. (Reaper has a forum where users post questions and solutions to common things).
In Reaper is as simple as downloading/installing the program.
Opening the program.
Double clicking to insert a new track
Arming the track
Hitting Record.
(On a lot of programs tracks have to be "Armed" to make them available for recording since the recording button is universal, meaning if you had say 3 tracks and all of them were armed, all of them will record whatever the source they were receiving, so you only Arm the track that you want to use and not all tracks at the same time. Another scenario would be if you were recording say an acoustic drum set, and you created a track for every drum and every cymbal, then you would want to arm all tracks so that when you pressed record, they all record their respective inputs).
of course before recording anything, you would have to go to Reaper's preferences and selecting what your inputs and outputs are going to be
(your inputs and outputs are usually your audio interface).
Once you have recorded something, you can select to add effects to any individual track. Reaper has many built in effects that are very good but there are also many free ones that you can download once you get more familiar with how it all works.
I am using Reaper for this example but most DAWs work in a very similar way. Also Reaper is as good as Logic (the Mac only program which is quite expensive).
Second step would be to learn how MIDI works and what audio interface allows you to connect your module to your computer.. This one is a super simple, super cheap that will work:
Remember MIDI is NOT audio just computer data so if you record MIDI from your module and try to play the track in a DAW, no sound will come out. In order to produce sound, you will have to add a drum plugin such as EZ drummer or Superior Drummer or GGD (Get Good Drums) to each of the drum tracks in order for the DAW to then process the MIDI data as sound.
Again not as complicated as it sounds. regular DAW effects are called VSTs, DAW effects that produce sound are called VSTIs (they are called RTAs on the Macs but I don't own a Mac). Some programs such as EZDrummer offer MIDI grooves which are pre-recorded parts that a pro drummer played and that you can use to piece together a song, or to add parts to an existing song. you can mix and match however you see fit, they are usually labelled from intro, prechorus, chorus, outro etc. very user friendly and again there are millions of tutorials on the subject in YouTube.
The point is don't be overwhelmed by all of the things you don't know. Just find a starting point and start learning
1 find your DAW
2 Learn how to do the most basic recording using said DAW
3 Record something
4 Later on, Learn to record MIDI and how to add a VST/VSTI to your DAW and use it on a track/tracks.
Learning all of this can be literally done in just one afternoon.
Becoming an expert on any DAW will take much much longer.
Whatever you end up doing, don't get frustrated by the sheer amount of information. just learn what you need at that particular moment in time.
and overall have fun.