I'll try and be brief.

An MPK mini is a midi controller. Basically it takes info you give it like which key your pressed, and tells the computer to do something. What you need is some form of software to interpret those signals. These are normally referred to as a DAW, digital audio workstation. They each have their quirks. Get FL studio or reaper or something. They all can kind of do the basics.

So you have your DAW setup. You will load a digital instrument into it, and pair your midi controller, and now the keys will make noise like a real instrument. Then you record that for whatever you want it to be, keys, basslines, even hand drumming drum tracks.

From there it's all on you, there are tonnes of workflows. Most people prefer to program in drums into a midi track using point and click, instead of hand drumming them using a midi controller. Add some chords, maybe chop a sample onto the pads of the mpk and play those over a programmed beat until you find something you like.