Easiest way to play piano-sound on USB-Midi keyboard (M-Audio Axiom 61)?

Hello! Instead of connecting my M-Audio Axiom to a big PC + Scarlett Audio interface + Cubase or direct DAW /grand piano Ivory I want something smaller, direct, only with one good piano sound. Are there small mini adapters or mini-computer with build in good audio headphone output and possibility to install piano instrument on it, to just turn on and play? as easy as possible with less cables. I have a Surface 8 pro (where I could install M-Audio light grand for 99 dollar piano DAW, and I don't know if headphones sound good over the surface without interface, but perhaps there is an even better way.. I don't need a display fur switching sounds etc. thanks!