hello,
I was in the same position as yourself when i first bought my KN 7000 but with the help of this brilliant forum I have learnt so much. You need a secure digital (SD) card as stated on the little flap you raise on the keyboard. Also if you can try to purchase the excellent SDExplorer tool from this site, it is invaluable in transfering and ammending files to and from computer to keyboard.
Have fun and take advantage of the vast amount of knowledge available from the members here, I do not include myself among them.

good luck

Baz