It's got to be the most complicated task I can think of to extract multi tracks from a stereo output audio system.
This involves:
A proper audio interface so the tracks will be in sync
your clock needs to be accurate.
Figuring out how to use midi sync.
having to record in real time
Have to make 8 or more real time passes to capture.
Having to mute the different instruments on each pass.
You asked for quickly, the audio transfer will not be speedy at all.
Your going to run into timing issues using an on board sound card as well so you will need an audio interface.
I know people get used to the sounds from those keyboards,, but really, honestly there are equal and much better sounds available as VST instruments.
Your problem is easily solved by simply exporting a midi file from the Tyros.
Then Open that file in Sonar and use the many VST instruments to create your song..
This could be done without a proper audio interface. But if your planing on recording guitar or vocals later you'll still need an ASIO audio interface.