how do record keyboard?

If the keyboard has good sounds you can record the audio out, otherwise you can record the midi and use the plugins sound.
Some good keyboards give also the sound bank of the key to use with the software
 
Yes, MIDI and audio both together if at all possible. This way if you find that the sounds you chose are "wrong", you have the original performance intact.

Hey, kinda like re-amping! :p

Also as an added benefit, if the performance is otherwise spot on, except for that tiny little pesky wrong note, just fix that and play the MIDI out to the keyboard again.