"Do you have MIDI coming out from the PC to the synth, then line-in from the synth to PC?"
Yes. But you propably ment line-out.
"Also, if I were to use a true analog, how would you go about using that with a PC?"
Some analogs have midi, some need 'midi to cv converter' and to some you can't get midi at all (or you have to find some expert who can build it in).