You do not need to have your computer and keyboard in the same room.
You have a couple of options if they are in different locations:
1. Use a printer – You can watch the lessons on your computer, then print out the song sheets and take them to your piano/keyboard.
2. Use a second device – If you have a tablet (e.g., iPad) or a smartphone, you can watch the lessons directly at your piano while practicing.
This flexibility ensures that you can learn and practice effectively without needing to move your equipment.