You can go different ways. Record MIDI (SONG) in SX900 and then switch it to DAW. Then you connect the SX900 to a computer, process SONG in DAW and listen to it all with SX sounds. If necessary, you can insert a pair of VSTs to fix what the SX is weak.
You can also record SONG this way, directly in DAW. Watch the video where everything is explained, and if you have any questions I am at your disposal. Genos Style recording in Cakewalk