I've never actually done this but here's my thoiughts anyhow....

You have to make the Casio listen to the "left hand" midi channel of the PSR and use this to trigger/control it's accompaniments.

You have to make the Casio send out its accompaniment tracks on separate midi channels.

You have to make the PSR listen to the midi channels that the Casio is now sending out. You do not want the PSR to use this stuff to trigger its own accompaniment parts, however!

The PSR midi "preset" "ALL PARTS" should be a good start point to get the "PSR Listening" bit of the equation working; you may have to edit the midi Output page to get the Left Hand coming out of the midi channel that is required by the Casio. You may need to turn off midi output from the PSR from all other parts (to avoid confusing the Casio).

Have fun....