Controller connection

So Roldand TR-8s is a drum machine, the Pioneer ddj1000srt is a dj controller and the Roland fantom 06 is a Synthesizer keyboard. I already have the ddj1000srt and the fantom 06 connected to my audio interface. And I can probably connect the TR-8s which I have not purchased yet to the same audio interface. But I was wondering if I need to connect everything to my audio interface at all even though my studio audio speakers are also connected to the audio interface too. I have seen on Youtube where musicians connect everything together without an audio interface and just wasn't sure how they did that without an audio interface. So I would like my dj controller to be my main device and then somehow add the TR-8s drum machine to the controller and finally add the fantom 06 to the controller as well. Also because I am using serato dj pro as my software for the controller I should be able to sync the TR-8s to the ddj1000srt with the same tempo. But not sure if I would be able to do the same with the fantom 06 or if I need to sync the fantom 06 at all. I currently use Ch 1 and 2 for mixing music on the controller and hope to use Ch 3 and Ch 4 for the drum machine and Fantom 06. If I am able to do all this via the audio interface or some other fashion, my hope is to control the volume thru the different channels coming into my dj controller. Hope this helps explain what I am trying to do. If not, please don't hesitate to let me know.