is your piano connected via MIDI to fl? this is how you will control the sounds it makes
is your piano connected to an interface that is accessible by fl? this is how you get the sounds into fl using record features
do you have an audio interface?
if not get one then it becomes easy to do
if you do then using audio cables connect the audio out of the keyboard to the inputs on the interface
the rest is internal to your computer, its OS and fl input routing