first things first:
Midi is a language in which different (midi-compatible devices) communicate. Via MIDI (Musical instrument digital interface) you can for instance play a keyboard on one synthesizer and control the sound source of another. You can also record midi data by 'communicating' to a sequencer in a computer and make the computer play the recorded data exactly as you meant it.

different machines use different sound sources that's why they invented the GM (general MIDI) standard. It consists of a standard set of instructions, a standard set of instruments, standard number of midi channels, etc....
Using general midi, people with different synthesizers can play the same midi data with the same sounds (well, they sound very different nonetheless but you get the idea).

okay, you connect to different devices via MIDI-cables. You can plug 'm in the back of your XP-30. usually you connect the midi in and out ports on the Roland to a midi-interface on a computer (it's most commonly located on the soundcard and looks like a game-port, well actually it is a gameport most of the time).
there is another way to connect to you computer using a serial cable (i wouldn't recommend it however).
this is why you can switch to pc-1 and pc-2 mode. these are still midi-connections.

Splitting the keyboard is something different: you have to change a patch or performance to do this. Check the manual if you think you're up to it. but start with some basic midi stuff first.

good luck
Bas