If it sounds outside any program but Windows, I think you actually play on the default synth in onboard soundcard in computer.
Usually latency in these are very poor and not adequate for working with many track of midi and audio in sync.
But you should be able to route midi output in Reaper to this synth. Usually via the MIDI Mapper in Windows.
So a General Midi synth can be inserted in Reaper. I know Cakewalk Sonar has one TTS-1 but I never had the need in Reaper and don't know what is there.
I once bought a GM(General Midi) sample library to use with a sampler of some kind. That is one way of getting the sounds as well.
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-- Windows 11 Pro, i7-12700F 2.1GHz 32G, RME Digiface USB Audient ASP800 Lexicon MX200, Reaper 4.78 --
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