The new PSR-E463 has the ability to record to audio, but the PSR-E453 and its predecessors don't have that ability.
If you connect the PSR-E453 to a computer with a USB cable, and have the Steinberg driver installed successfully, you can use a DAW or other audio recording program to record the keyboard's audio output. You can also connect with an audio cable, in which case you don't need the Steinberg driver.