[soybalm]

To surmise, run a midi cable from the 'midi out' on your keyboard to the midi in on your midi interface. You don't need to use 'midi in' or audio out on your keyboard if you just use the sounds from your VI. Create and instrument track with Xpand or the B3 plug in.
Press the record button on the track(arm the track) hit record and go.
Press the midi merge button on the transport so you don't lose previous midi recordings.
Also, If you have sliders on your keyboard, they can control some parameters in various plugins.
Many let you right click over a knob that waits for you to assign a controller from your keyboard. That controller assignment is usually learned and recalled every time you use it. You can record any movement from your keyboard controllers if you have them.