Choose a "controller" instrument. In other words, select an instrument or device that will create and send the MIDI data to your keyboard. You may use a drum machine, a synthesizer, a second MIDI keyboard or even a computer with digital audio software installed.
Connect your keyboard to your controller instrument. Since you plan to transmit music from the controller to the keyboard, plug your MIDI cable into the "MIDI Out" port on your controller instrument and into the "MIDI In" port on your keyboard. You will find the appropriate ports on the back of each device. If using a computer as your controller instrument, plug your MIDI cable into a MIDI USB interface (once again, using the "MIDI Out" port) and plug the USB connector into your PC.
Turn on both instruments. If using a computer, open a MIDI-compliant digital audio program like Cubase, Reason, GarageBand, Cakewalk or Pro-Tools.
Set up your MIDI keyboard to receive signals from a secondary device. On your keyboard's monitor, locate the "MIDI," "Global MIDI" or "Input" menu. The phrasing will depend on your particular keyboard, but in every case you should find a general "MIDI" menu with options for input and output. In some cases, a "MIDI" button will appear directly on the face of the keyboard. Configure your settings to allow incoming MIDI, usually indicated by words like "Input," "MIDI In" or "Receive."
Begin playing notes on your controller instrument. If using a computer or hardware sequencer, you can play previously recorded note sequences and they will transfer to your keyboard. Typically, the sequences will play using whatever sound setting you have selected on your keyboard. For example, if you select a "trombone" preset on your keyboard, the note sequence will sound as though it were played through a trombone. You can change the sound setting by selecting a different preset.