Playback: hook up MPC MIDI Out A to Keyboard MIDI In, set the track's MIDI parameter (bottom right) to e.g. 1A. As long as your keyboard can receive data on MIDI Channel 1, that'll work.
If you want to use your keyboard to control different sounds on different synths or modules, or MPC samples, well, it can get a bit more complicated. You need to understand ideas like Soft Thru and Local Off, and the dangers of MIDI Loops. I tried to take a logical approach, wrote it down, and put it up: http://stereoroid.com/sounds/mpc1000/mpcmidi1.php
It's a fairly common question on the MPC1000 forum, there's no "best way", but I'm trying to keep it logical.
