and it should have no stepping.
All digital pots have stepping, that is how they work. Whether that is audible is dependant on the circuit surrounding it.
Pots do not send or receive MIDI. They are just pots.
One problem with digital pots that beginners often miss is that they can not handle voltages that are not referenced to the ground of the computer and the maximum voltage is often constrained to the voltage of their power supply.
Now is it an Arduino you want to use or a Raspberry Pi, you talk of both in your posts?
As regards that specific pot are you comfortable with soldering those surface mount packages? Many a beginner would not be.