There's a couple of ways to do this. A lot depends on your MIDI and 16 Track Sequencer settings before you start to record.

It's all a bit clunky, as the BK9 isn't really set up well to integrate with an external sequencer. But the EASIEST way to add MFX to sequences already mostly finished in a DAW is to export the DAW's SMF back to the BK9 (write to the stick, put the stick in the BK9, open the sequence in the Makeup Tools).

Now it's easy to do a bunch of stuff there's really no external editor for BK9 to do. Mess around with the drum kit (change sounds, tuning, effects, offset velocity, EQ etc) add up to three different MFX to any or all Parts. EQ the Parts etc.

I've done a lot of sequencing in external DAW's, but I always tend to return it all to the Makeup Tools for final polishing.


Secondly...

There's a way, if capturing say a style, to tell the BK9 to send via MIDI the Style and KEYBOARD Parts. Now, whatever Keyboard sounds have MFX1 F MFX2 assigned to, when you play back from the DAW, those will go to the Keyboard Parts, not the song Parts. It's a bit complicated, off the top of my head I can't give you an exact step by step, but read CAREFULLY the manual's sections on MIDI transmission and reception, and how the internal sequencer sets up initially to either record the arranger output in total, or just track by track in the sequencer.

The only thing you have to do with this second method is, after you've set up the Keyboard sounds with the two MFX you want to use (remember, 2 MFX available for the Keyboard Parts, another 3 MFX can be inserted on Song/Style Parts) you MUST save the Performance and load it up each time you want the DAW to play the MIDI into it. The instructions for the MFX's aren't recorded in the SMF until you use the Makeup Tools and save (and reimport to the DAW).

As you can see, clunky either way, but doable...