Depends on how old your keyboard is, if it has it's own USB connector, then you plug that in to your computer and select it as your MIDI Input Device. If your keyboard is really old or one of the many keyboards that don't have USB and only MIDI, then you would need to connect MIDI Cables to and from your AudioBox USB.
In this case you would need to name your MIDI In Port as the name of your Keyboard and then select that as your MIDI In device in your DAW.