Most of them have external audio outputs but do not allow to record
the audio over USB. The exception are devices like the SCD-70, which
can also record from its external audio inputs.
> Do they receive MIDI data from the computer or from another external
They all can send and/or receive MIDI over USB. The number of external
MIDI outputs/inputs varies.
> Are they well supported?
Yes; I wrote the USB MIDI driver for my SC-8820.
The parameter control software usually does not run in Linux, i.e.,
you have to construct SysEx commands manually.