I don't understand most of the answers in this thread. It looks to me like "Why make it simple when you can make it complicated".
To the OP I would install the Yamaha USB MIDI driver for your "piano" (if not already done), go to MIDI devices and make sure they're activated; there you can move the MIDI output driver of your keyboard to top, so it will be the #1 MIDI device in the track MIDI output list.
From there, go back to track view, insert a MIDI track, select your Yamaha as the MIDI input device, arm track for recording and "record".
Once the recording is completed, hit "play" and it should play on your Yamaha if you moved the output MIDI device to top as said above. If you didn't move it to top in MIDI devices, simply select the correct output device in the track MIDI out list.
From Vab original question, I don't see any reasons to have an audio track, it should work with only MIDI tracks (for what he asked).