It would be helpful if you told us which version of MMM you are using and what keyboard you are asking about.  Knowing your computer's operating system would be usefull as well.

I am assuming you are asking about MMM-17 Premium version with the USB keyboard that's available on the UK website, yes?

If so, the USB keyboard is a MIDI controller keyboard.  With it properly connected to your computer and integrated with MMM, you can use it to play any number of virtual instruments from within the Vita MIDI editor.

To install the keyboard, install any drivers (if applicable), and connect the keyboard to your computer using the USB cable. 

Axsuming you are using Windows...In the device manager, make sure the computer recognizes the keyboard.   In the control panel under "Sounds,...", set the USB keyboard as the input recording device.  Do the same in MMM's program settings (Y key) under the Audio/MIDI tab.