My success with real-time VST audio output via a DAW (Windows 10, Musescore 3.6.2)
Here's an outline of what works on my system to play/hear/realize a Musescore score in real time by way of VST instruments—on the computer itself, via speakers or headphones, attached directly or by Bluetooth. In other words, no need to export MIDI files from Musescore and import them into your DAW. Nothing fancy or special here, but the instructions I found elsewhere on Musescore.org did not work for me (see below) so I am documenting here what did. I have Windows 10, Musescore 3.6.2, Reaper 6.40, and loopMIDI 1.0.16.
— Windows settings: Control Panel -> Sound
* For each output device you want to listen through, click the device, choose Properties -> Advanced and then make sure the checkbox Allow applications to take exclusive control... is unchecked.
— Musescore settings: Edit -> Preferences -> I/O
* Select PortAudio (not JACK)
* API: Windows WASAPI
* Device: Speakers (or whatever Bluetooth audio device you have connected)
* MIDI input:
* MIDI output: MMSystem.loopMIDI Port
— Musescore score and playback setup:
* Mixer: Check MIDI channel assignments for each staff--each staff should be assigned to a different MIDI channel. You don't have to assign the staves to channels in sequence, but you will need to keep track of the staff/channel assignments. Remember that in a Musescore piano grand staff both staves are treated as one and have the same settings in the Mixer, including the MIDI channel.
* Play Panel: Master volume turned to 0 so Musescore's soundfont doesn't play simultaneously with the VSTs. (You can have both playing at the same time if you like.)
— Reaper settings: Options -> Preferences -> Audio
* Close audio device when stopped checkboxes (2 of them): Unchecked
-> Devices panel
+ Audio system: WASAPI (Windows 7/8/10/Vista)
+ Mode: Shared mode
+ Output device: Default output
-> MIDI Devices panel
+ MIDI inputs... box: loopMIDI Port set to Enabled+Control. (The loopMIDI port is set to "ID 1" by default in my case.)
— Reaper track setup
* Create a track for each staff or grandstaff (one track per Musescore grand staff): for each track press Ctrl+T or do Insert->Insert new track
* Assign each track to a VST instrument: in the track controls, click FX and choose the VST you want.
* Ensure each track is set to monitor and play input: To check the monitor status, hover over the little speaker icon at left of the track controls (at least in my case the Record Monitoring button is a little speaker icon there). Click that button to turn on monitoring if it isn't already on.
* If you want to record the audio in Reaper, also ensure that each track is set to Record Armed — the corresponding red button at the far left of the track controls should be lit and you can hover over it to check.
* Each track's input should by default be set up to receive MIDI input, but you can check by clicking the Record button (not the Record Armed button mentioned above; Record will be over to the right of or below the track name in the track controls). I don't think this setting matters for just listening to Musescore (except that it probably should not be set to any of the Record: output choices).
* Set each track's MIDI channel input to the MIDI channel you picked in Musescore for the corresponding staff or grand staff: Click on Input (at the right of the track controls), then choose *Input: MIDI -> loopMIDI Port -> *
* Make sure each track's volume is turned up high enough to hear something. There's a volume knob to the right of the track name.
The instructions provided here: https://musescore.org/en/node/302532 did not work for me — I spent several very frustrating hours repeating each step carefully, with Musescore crashing repeatedly and no sound ever produced. Based on that experience I think ASIO is the wrong choice, maybe unless you're using an external device (maybe an add-on sound card would count) to generate the sound. I don't know whether you can set Musescore to use a different audio system (API) or output device than the DAW does, but for this use case there's no reason to.
The reason I used Reaper as the DAW was because of those dang instructions at https://musescore.org/en/node/302532 — they seemed so sure of themselves that I thought it best not to deviate. I like Reaper ok but all I really want to do is hear Musescore through the VSTs I have, and other DAWs, including the freeware ones, probably work just as well.
I'm not sure what the MIDI ID number in MIDI is all about — is it the MIDI port number? Anyway I didn't test whether changing the ID made a difference, but you can change it in reaper by right clicking over the MIDI device in question. I did look over the list of MIDI devices and confirmed that none of the other (input or output) devices had the same ID number assigned, but I have no idea whether there would have been trouble had there been two devices assigned to the same ID.