These posts puzzle me. Surely it is obvious that this doesn't make any noise by itself... ? Apparently not.
I hadn't seen this original post, but now and again we do get people joining who don't know the difference between a midi controller and a keyboard with built-in sounds. OP may or may not be one of them.
However it was once quite common for midi controllers to have a knob or a slider that sent out CC#7 (volume) to anything listening, be that the currently-selected track in a DAW or a standalone virtual instrument like Analog Lab. This could be what OP was meaning. Either way, unfortunately the KeyStep does not.