A lot of sound cards have very basic midi processing, and Windows has built in Microsoft GS Wavetable Synth for very basic midi to sound conversion. That said, it's horrible and only suitable for gaming. If you just drag a midi file in to a Studio One Instrument track it should show and play something if you have the devices instrument set to use the above.
Frankly though, I wouldn't bother. You are better off buying a second hand Sound Canvas or something, or better still a keyboard which acts as a midi controller with built in sounds such as what I have which is the Roland SK-88 Pro.