Hello and thank you fo r using JustAnswer.
The Kawai CP 119 does not support playback from USB flash drives and will need a computer.
You will use the computer to connect the MIDI IN port from the Kawai to the PC, similar to how you have your Privia connected.
Additionally, Audacity does not currently have support for MIDI recording. You will need to use another application, such as this free one. Then you can use the same application to playback to the Kawai.
The Kawai has 1MB of internal memory, so you should be able to connect the Kawai to a computer through USB, transfer the MIDI file over, disconnect the computer, then play back the song later through the Kawai's menu.
The Kawai does have a USB port on the panel for flashdrives. It does have the ability to load a song from a flashdrive for playback (I've just rechecked the manual); but it must be in a standard MIDI format. Thank you for the link to the free application for MIDI recording. I'd like to download and try it first.
Ah, I was reading the specs on it and did not realize that. You should be able to use that application I linked to and create your MIDI file there. Then you can copy it to the flash drive and use it as you intended.
I have downloaded the application (Aria Maestosa) that you steered me to, but it doesn't seem to have any way to record into it as Audacity does. It only seems able to open MIDI files already made and edit them. I'm sorry, but your answer doesn't seem to have been of any help to me.
I apologize. I was under the impression that Aria Maestosa supports MIDI keyboards.
Unfortunately, I am unable to find a free application that does this.
I can recommend these applications, and most come with a free evaluation: NoteWorthy Compose, Music Masterworks, MultitrackStudio, and the ever famous Cakewalk
Thank you for trying to help, but I'd like to have an expert in electronic musical instruments, especially Kawai, to try to help me.