Plug your keyboard into your computer using a USB cord. Depending on the model of your keyboard, you might need to buy a cord that is USB on one end and output on the other end. You can find these cords in music stores. Newer Yamaha keyboards have USB outputs.
Visit sites to download music for your Yamaha keyboard. Musicians News (see Resources section) lists some sites to visit. When you find a site you like, you can choose music, songs, background noises or other sounds you would like to download onto your keyboard. Many of them are free.
Upload your own music at one of several sites, also found in Musicians News. You can also use sites like Jukebox Live (see Resources section). At these sites, you can upload songs you have saved on your keyboard and view them in notation form. You can also tweak your songs and edit them as you wish. Some sites allow you to re-download songs back to your keyboard when you are finished.
Play along with songs at sites like Yamaha Music or Zebra Keys (see References). You can plug your keyboard in and play along at these sites, and it's just like taking piano lessons.