I had a look at the manual, it is available at:http://support.casio.com/pdf/008/ctk_720_01_e.pdf
and page E-30 discusses how to connect to your computer. Once you've connected the keyboard to your computer via a usb cable (and have the proper midi driver installed) you still need music software on your computer that can record the midi data coming from your keyboard. If you have a Mac you can just use Garageband which comes with the computer. If you have a PC I think the program Audacity http://audacity.sourceforge.net/
is free, and other people might have suggestions for better free programs.
You can do it, you just need the proper software on your computer, a USB cable, the MIDI driver software that comes with your keyboard on a CD installed onto your computer, and then, configuring your keyboard and computer software to talk to each other.