You have to find a way of loading it in your keyboard. Most keyboards have a midi input located on the back of the keyboard. You can use this to download the midis.
The only way you are able to play in files you will have to get a mixer and a USB cable or cord that is compatible with your keyboard in order to connect to the mixer or if you can install it into the computer that will help as well.
You will need a mixer to allow to mix your files and then you will need a usb hub card to tranfer the card to the keyboard so you are able to play the songs from the keyboard. Your keyboard must also have a usb slot or a cord that can attached to allow the music to transfer.