I have a wk3000, but it is most likely the same ...or close. When you play a midi, the GM bank is the 'default' that the Casio uses. This starts at 'tone' 300..to 427. Those are the 'standard' GM tones. So, if your friend makes a midi...you don't really need to set anything, for it to play correctly on your Casio...it is a default, automatic process.

You have never said if you can now play the Casio 'into' the computer. Is that working?