The Keylab can connect to your computer through USB and trigger sounds of whatever software you're using. Then your computer outputs the sound to your audio interface (Focusrite), which outputs to your speakers.
The Keylab also has MIDI out, so a MIDI cable can connect it to many USB audio interface (if they have MIDI), and then the audio interface sends the control from your Keylab into your computer through its USB. I don't know which Focusrite deveices have MIDI connections.
Because the Keylab has direct USB, you would most likely connect directly to your computer, and not go through the audio interface. Using the audio interface MIDI is usually for connecting a keyboard that isn't modern enough to have direct USB connection.