you need a connection between pc and keyboard with the correct interface hardware at both ends and some form of software on the pc to match.
midi used to be used for sysex dumps to save an entire board setup or memory on pc but is much to slow nowadays.
floppies are far too small for anything except midi type info, they cannot handle mp3 let alone cd audio quality.
hopefully the next generation of keyboards will have usb (or better usb2) connections which will entail many exiting opportunities for data and audio exchange with no analogue degradation in the signal whatever.