Hi Shim
You need to understand the basics of Midi before going any further, there is a good beginners guide
here have a good read and you will then be able to understand the Midi implementation chart at the back of your keyboard manual. (This will determine what you can & cannot do with your keyboard)
NOTE: While Yamaha make great sounding arrangers, as a Midi controller they are not that brilliant, so you will be limited in what you can achieve.
Hope this helps
Bill
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