Hello Sylvie,
If your keyboard is MIDI compatible, then you will need to connect your keyboard to your sound card using MIDI cables. You will need 2 cables. The MIDI out of your keyboard goes to the MIDI in on your sound card. The MIDI in of your keyboard will go to the MIDI out of your sound card. If your sound card does not have MIDI in/out, you can get cables that are MIDI in/out on one end and USB on the other to attach to your computer.
If your keyboard does not have MIDI in/out, then connect a cable from the headphones jack to your line in on your sound card. You might need to get an adapter for your headphone jack, i.e. 1/8" to 1/4", but they are readily available at electronic stores or music stores. You also need the cable to connect the keyboard to the computer. The cables and adapters are very inexpensive.
There are many software packages available to record via "line in" on your sound card, depending upon what you wish to do with your recordings, such as will you be editing the files, or merely listening to them?
You may PM me if you would like detailed info.
Stephen