How do I connect my Yamaha PSR-E243 keyboard with Magix music Maker 2013, and use the sounds from the keyboard in the program Magix Music Maker 2013?
You can read the PDF tutorial for details
http://www.magix.info/us/how-to-connect-keyboard-piano-with-computer-ii.online-training.130220.html
nihon94
The tutorial nihon94 provides a link to only applies to a keyboard being used as a MIDI controller. That is not what you are asking here.
To "use (record) the sounds from the keyboard", you must connect the AUDIO OUT on the keyboard to an Audio/LINE IN on your computer. Since the headphone jack is being used as an audio out on your keyboard, you will need to cafefully adjust the volume of the keyboard so that the audio signal is not too weak or too "hot".
To help you further, you must provide complete information about your computer - specifically sound card (if any), input/output jacks, etc.