Stephen,
I can't answer your question about the correct way to configure the Casio WK (if there is a way), but the PSR3000 can be put in a mode where whatever settings you make on the control panel will be reflected at the MIDI input, so when you play the Privia, it will act as if you were playing the keys of the PSR.
Write me at ycasupport@yamaha.com if you have additional questions.
Steve