This will get you started. The headphones are a great place to start and the interface is a popular choice.
There are absolute benefits to purchasing studio monitors as well as headphones.
As you have probably read a thousand times... or will before you decide which ones to purchase, Studio monitors give your sound a very flat.. very honest response. They haven't boosted up the bass and tweaked the treble (hyped up the sound that we hear) to make your mix sound ballsier. They play (or aim to play, depending on how much you spend/ how big they are/ how your room is sized/ shaped and treated... another post and consideration within itself), the exact sounds you are making, so that when they hit the consumer... your listeners... and their own personal hyped up speakers... the speakers are able to hype up a true representation of your sound... and not leave your songs sounding dull to others when their hyped up speakers are trying to hype up a sound that was ALREADY hyped up by your hyped up speakers.... (you get the picture... the whole copy of a copy mentality).
I know the benefits of working with headphones... but if you want others (friends/ your target audiences) to listen to your stuff... or play it at clubs/ parties, you will want to hear how it sounds in and reacts to a room. Is it too boomy... muddy... wimpy... are those hand claps and hi hats making you grind your teeth every stroke?
Make sure you give yourself a chance to listen to your stuff in a room... without headphones... and test on several speakers... stereos... car audio and bluetooth devices that you have to honestly see how your stuff reacts to standard speakers.... it can make a HUGE difference.
I hope that makes sense and it wasnt just repeating it all to you.
Now. Connections:
The headphones plug into the Focusrite as normal. No surprises. Keyboard/ midi controller is USB based. It supplies power AND connectivity. No MIDI cables to purchase or anything. This plugs straight into your computer and the drivers it will install help the focusrite find it... plus it will be detectable.
You will have a lot of fun with this set up. Save for some monitors. Bigger than 4.5 inch... you are driving EDM so will want something that understands a bit of bass will be used and little speakers are never going to cut it... despite what their reviews say. As I have recently been told, 5's can still leave you feeling a little light... and then there is the whole subwoofer consideration.....
Good luck!