Play midi files without any external midi instruments

I read the manual, but did not understand whether it is possible to play midi files without any external midi instruments at all.
If it is possible, how to do it?

Thank you! I chose the wave table synthesis . (Install fluidsynth then run ardour and setup plug-in: Alt-M, add plugin, “Calf Fluidsynth”, bank *. Sf2). Excellent!
And what wave table plug-in provides the best sound?

I supose your os is linux, for me the best sound quality plugin is linuxsampler.
If you dont know how to use it, see here:

rcspam, thanks. I wiil try.

In my case need to run Qsynth Before starting Ardour. So I decided to show screenshots for polyphonic track HOWTO setup:
Plugin Fluidsynth need to add in mixer ONLY if the track has one musical instrument. Though so also works with polyphonic track but the first track will fit your choice.
But in order to be exported to *.wav I need insert fluidsynth into the mixer.

rcspam, works fine. I compiled SVN-packages for Ubuntu 14.04. Just do not have dependencies but I hope everyone knows them. Maybe someone needs.

2 stereo:

32 mono:

Found video lesson: