On the keyboard, I have set the sound bank to piano. I then send the signal from all of MIDI tracks to the keyboard via ASIO. Now in my case, I plug my CP-88 digital keyboard to the USB plug of my computer. I imported them into Reaper and put them as separate Reaper tracks.
It has a 2 piano tracks (RH + LH), a Violin track and a Bass track. From Musescore (a score-writing program) I exported multi-track MIDI file.