If you want to use Ableton to trigger notes in the keyboard or just record the keyboard's internal sounds, you need to send the audio from the keyboard to the computer. Secondly, if you have an audio interface, you can then plug the output of the keyboard's audio into the input of your audio interface, and record it that way. You should be able to play the Ableton synths with the keyboard. Try adding an Analog or Operator instance to a track, then arm the track, and try playing the keyboard. You just need to add an instrument to the project so you have something to play. It looks like you are already set up for that. The simplest way of using it is to just use it as a standard MIDI controller.

Connect the audio output of your keyboard to the computer with some sort of audio interface.

Use the keyboard as a MIDI controller only, and use it to play Ableton's built in synthesizers (or any VST instruments you have).

So you can use it as a MIDI controller for Ableton, but not as a sound source (at least not without additional connections). So it looks like that keyboard supports MIDI via USB, but I don't think it transmits audio as well.

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