Here are some keybinds and interesting things UTAU can do. This page assumes you have some knowledge of UTAU already or have gone through the other tutorials.
As mentioned by @gen_utau on Twitter, you can click the black volume icon next to MIDI at the top of the UTAU interface, and then click on the piano roll to get MIDI output. This is helpful for UST makers as they can hear the pitch of a note while working in UTAU.
If you get an error when you click on the volume icon, go to Tools > Option > MIDI > MIDI OUT and choose the default (likely Microsoft GS Wavetable Synth). I've linked back to @gen_utau's tweet so you can see their visual explanation (and so you can interact with their tweet).
もし耳で聞き取ってUSTを作る場合は、UTAUのここを押しておくと左のピアノをクリックしたときとか音を置いたときにピアノの音がして音程がわかるぜ!! pic.twitter.com/UeufSwZCf3
— 尻派のゲン (@gen_utau) July 18, 2021