The mic is similar to the Shure SM58 and has many of the same specifications.
First, be sure to set the switch on the back of the keyboard to MIC.
You will need the correct XLR to 1/4-inch adapter, which is unbalanced.
Next, if I recall, the SM58 needed a boost in the low and high EQ settings in order to provide reasonable quality. This is something you will have to play around with until it sounds right to you.
Set the effect on the keyboard to reverb, hall 3 at about 40 should do the trick.
Hope this helps,