In any case, the result is a MIDI file, or the equivalent of a MIDI file depending on the software you use. I'm not familiar with that particular piano, so I don't know if a regular USB cable is enough for connecting the piano to the computer (probably yes), or do you need a MIDI-to-USB cable (needed with older keyboards).
Step 1 means that instead of recording the sound that has already been rendered by the MIDI synth on the piano itself, you record the MIDI messages. Record the MIDI messages from the digital piano. You may consider the following two-step approach:
