FYI, the VMK-188 is a MIDI keyboard controller only (I have the VMK-188 plus, and it's nearly the same) : it doesn't have any 'sounds' in it, hence the lack of speakers/headphone jacks. The only ways to get sounds from it is connecting it via the 'MIDI out' socket :
- to a computer with a MIDI/audio interface, a sequencer installed and instrument (VSTi/AU...) plug-ins or external MIDI sounding gear,
or
- directly to external MIDI sounding gear (expander/synthesizer...) which has a 'MIDI in' socket.
You won't ever get what it can't deliver and isn't designed for, I'm afraid : MIDI is only a set of digitallly codified massages to make MIDI gear and plug-ins react and 'play'...