The normal signal out of a keyboard is MIDI if you connect to MIDI OUT.
Midi, in short, is NOT music but a stream of commands that tells the keyboard what voice to sound, how loud and how long.
Only the expensive high-end keyboards have a wav connection.
But you can record from your keyboard onto a computer using a HEADPHONE or AUX out connection.
On your computer you need a (gratis to download)program like AUDACITY. With this you can record and make for instance a CD with your music in MP3 or WAV format.