I guess to further clarify... You need the sequencer and your music on computer A and the myDMX software on computer B. You also need a device like a midiman 2X2 to send data from computer A to computer B...
On myDMX, you will create a multitude of scenes, and each scene you will need to associate with a musical note... for instance all lights set full on in the colors you want could be the note A#1 and a black out could be the note B1....
I don't use CalkWalk, but i think it lets you tie a sequence to an audio file so when you play the sequence, the audio starts and the 2 just run in tandum... at the point in time when the song is playing, you want your scene to come on, you place the note A#1 in the sequence... when you want it to go black out, you put the note B1 in the sequence...
There will be a learning curve here... assigning a midi channel in the sequencer and associate the audio file how to save each song/sequence in a manner that you can pull them up quickly... also in myDMX, how to associate a scene with a note value...
I do this type of thing now. I don't have audio files, but my sequencer plays my drum machine and on a separate track, i have notes that trigger different scenes... works preety well...