We have a Yamaha CLP-840 for a young beginning player. What I didn't expect is that she also loves to play the pre-recorded classical songs to practice her ballet. Since there is a PC interface, can I (HOW can I) connect the Clavinova to the PC, then put new midi files on the PC and make them play on the Clavinova?? What software, file formats etc. do I need to look for? I know nothing about MIDI or what this 840 is capable of.

Ask your computerdealer to install MIDI-cables on your computer. You have to connect one of these cables to the MIDI-In port of your CLP-840. There are lots of MIDI-Files on the internet. You can download these for free. You need a MIDI-player. Most PC's have one. Set the MIDI-port on "MIDI-Out" or something.