Questions about MIDI

[Eemil]

Hi,

I am very beginner with midi and I want to know some more info about it.
I have been using other apps than ProTools, but I wanted to give it a try. Yes, I am using the lamest version of ProTools to test things. It's called Pro Tools Free Yeah I know what a terrible app.

But I wanted to ask that is it possible to use custom samples or my digital piano's integrated samples INSTEAD OF the lame Microsoft's own synthesizer when recording? I really want make music with my Casio Privia PX-310. I have MIDI-USB cable and all... I just don't know how can I use actual samples instead of the General Midi Instruments.
I don't want to make .mid files. I want to make actual music with using Input Quantize etc. Is that possible?

In other words, how can I use my Digital Piano as MIDI controller? Should I use MIDI tracks or what???

Thanks