Not at my keyboard today so can’t give you exact steps but you need to go into the midi settings menu and select ‘ receive’ and the setting you want to trigger, - probably ‘all’ from what you say. That will allow you to use the controller keyboard to drive everything, as if you were playing the PSR keyboard. But you can select different settings that controls accompaniment only, voices etc.
Someone can probably give you exact steps if you are still struggling.
