welcome aboard
Most arrangers have built-in multi-track sequencers where you can lay down one track at a time and create a custom accompaniment from that, or they will also read standard MIDI files which are pre-sequenced files that simply "plug and play". There are many MIDI files available on the internet for free or you can pay small amounts of money at some sites and get much better MIDI files. Just do a search on them.
If all you do is sequence on the keyboard itself you don't have to worry about MIDI applications unless you want to save the file that way to play on other devices that are MIDI capable.
Hope this helps....
Jeff