Brand new with Alesis multimix 4 usb FX

Hello to all.

I have a similar issue as that of Grim.

I have Alesis Multimix 8 and Cubase came along with it. I have installed it on my laptop.

However, I am a keyboardist and have a Yamaha PSR 630. I have the Aux L/R port duly connected with the interface but do not get anything on the software.

Am I suppsed to record only in MIDI or the audio from my keyboard can also be recorded ?

Help is deeply appreciated. Thank you.