I don't understand the question: "how do I set up my drum pads to save sound?"
it's the "save sound' part I'm not following.
you say you can get sounds from your keyboard, so I assume you have it connected via MIDI cable to your soundcard or thru USB. is the Akai MPK Mini also connected thru USB?
if so, are you selecting it in the MIDI track?
also, please tell us more about your set up. including your soundcard and operating system.