Hi dupakos,
Instead of using Audio Multi Recording as described by Derek, you could also work like this:
First, record the song using MIDI Quick Recording. If necessary, you can edit the song in MIDI Multi Recording and/or record additional MIDI tracks (channels) there.
Now play back the finished MIDI file and record it as an audio file with Audio Quick Recording. If you sing along, the singing will also be recorded in the audio file (.wav).
It's best to do a few shorter takes first to ensure that the sound and volume of the vocals in the audio recording are in balance with the keyboard sound, because you can't change this in the finished audio recording afterwards.
Hope this helps!
Best regards,
Chris