how to connect midi keyboard and record

If you're expecting to just play the keyboard in rhythm and have everything transcribed in real time, I'm afraid you're going to be disappointed - it just doesn't work that way. There is a semi-real-time mode, but it's one staff at a time and rather limited in what it can do. But for more information, see the Handbook under "Note input", also " Note input modes", and in particular watch the videos at the bottom of the latter page.