Check out this link for 'how to' help on recording.
Using the internal Casio 'song recorder' are recording to channels 11 thru 16. The other channels are used by the Casio Rhythm section (that is recorded as part of channel 11 information).
Using a computer based music sequencer program, will allow you to access the full 16 channels of the Casio...playing thru midi cables (computer to the Casio)...or as a midi file played thru the 'SMF' button of the Casio