if you want to sample the sound your piano is making, plug the audio OUT of the piano to the audio (RECORD) IN on the MPC.
if you want to record your performance, you connect the MIDI OUT of the piano to one of the MIDI INs on the MPC.
if you want to playback the performance you need to connect the MPC MIDI OUT to the piano MIDI IN.
MIDI connections require MIDI cables. AUDIO connections require audio cables. sometimes audio requires conversion in the form of an adapter or special X to Y cable, (x & y being whatever type of connectors you are trying to connect...)
all this is covered in detail in the MPC manual.....