Yes, that will work. I highly recommend having a look at your keystep's manual- yes, dip switches are scary and can be overwhelming but they'll walk you through what each switch does, and then you can feel more comfortable about using them. That's how you really unlock the functionality of a device like this- it can do what you want, but you have to tell it to. And that involves dip switches sometimes.

And like I said- what you've linked would work, but I'm still not convinced the keystep wouldn't also do the trick. In fact, I'm certain it would. Learning how to get that working will go along way in informing future purchases. You may still end up wanting/needing that interface you've linked- but right now I don't think that's necessary with the gear you have and the goals you have.