Thanks Dave Patrick, I agree that it's old, but it's the only technology that in use and working (as I observe, it still works in Windows 10) for users of Windows to manipulate their keyboard layouts, so we must stay with that. And here is my thanks to its
creator.
The OP has been solved by my search in superuser stack exchange forum, by this question:
https://superuser.com/questions/43077/japanese-input-ime-using-us-keyboard-layout-in-vista/62999#comment1771256_62999
The answer points to this link:
http://bluebluewave.wordpress.com/2009/08/19/japanese-input-with-azerty-in-windows-7/
Mostly it’s substituting the dll file used by default of your language with the dll file created by MSKLC. In my case, I set my layout to belong to Chinese Simplified and by default it uses US keyboard. It can be set under Options in MSKLC.
After installing your layout, search your language in your registry under:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts
Mind the "s" at last.
Now, change the DLL file value of "Layout File". In my case, it was KEBUS.dll, meaning keyboard of US. Now, change it to your DLL file's name generated by MSKLC, like mykbd.dll. It must exist under C:/Windows/System32 and C:/Windows/Syswow64.
Restart, and it's done. Now you can type in Microsoft Pinyin with your keyboard layout.
I hope it helps someone seeing this post. If you want to change the VK code of each key, you must edit the klc file manually with a text editor, and package & install it. More details are here:
MSKLC under Windows 10: Create custom keyboard layout which supports IME (input method) for Chinese and combined
input in Spanish
Thanks again.
