How do I connect a digital piano/keyboard to GarageBand and use the built-in voices?

Hello!

I've been having this issue for a while now, so I figured I'd give this question a shot here. Thing is I bought myself a Casio digital piano with tons of built in voices (organs, strings, synths, etc.) and I want to use these to record music directly (without an external microphone). However, when I connect the keyboard via MIDI to GarageBand, I can only use the GarageBand tones, but not the ones from my piano. Is it possible to play with my keyboard's voices instead of the GarageBand sounds? Or, in any case, do I need any other software to do that?

Thanks in advance.