not directly to piano format.
if your piano has sequencer to composer copy feature in the sequencer menu, yes.
if your piano can record composers from midi information, yes.
but this is basically something that requires a bit of experience using cakewalk, (maybe midi) and the piano. There are no shortcuts or specific functions to help you out, so it has to be done manually so to speak. And you may have to create a cakewalk instrument definition for your piano first.