Hi There,
Reaper does come with some instruments and you can also add more free VST instruments as well as plugging in real instruments.
I was a complete NOOB just over a week ago, but by following the Reaper 101 series on YouTube, I've learned a ton of stuff.
Watch the following video that takes you through the installation, connecting a midi instrument as well as using a guitar and adding effects.
https://youtu.be/JwDcTPn2dvc