I use an electronic thing that looks like a small piano keyboard to operate Noteworthy. It's called a MIDI controller, and I believe a small one costs $100 - $150

You can get a simple one a lot cheaper than that. This one, for example, costs $49.

I see that the Sibelius software has a 'keyboard window.' I wonder how that works, exactly.

You 'play' an on screen keyboard by clicking the keys with your mouse or by using the computer keyboard. This page explains more including a video demonstration.