all you need in the way of hardware is midi cables to gameport interface, or, a host lead to serial D cable.
It does not matter which connection you use... sometimes midi cables can be easier for beginners because you can pull out the record or playback plug if having problems and track down the source more easily.
The thing that confuses most beginners is you cannot sequence with composers that easily in a computer sequencer, compared with the keyboard sequencer. With cakewalk you will be limited to producing songs in 16 track format - fine if you want to play bass and accomp tracks and loop drum samples yourself.
The other possibility is to play the 6000 backing into cakewalk and edit it there.
Cakewalk will of course be easier from the point of view of editing midi files and lyrics etc.
if you want to use cakewalk to multitrack with technics voices use Wim's instrument definition file for Cakewalk which has been here for a long time http://www.synthzone.com/technics.htm
If you want to produce audio cds you will also need an audio cable from keyboard line outs to soundcard line in.