Thanks for the quick response. 
Yes, Music Studio 2015 is the one I'm trying out...  The tutorial is very good, but not exactly the same as my issue.  I can use my keyboard to play different VSTs to different midi tracks like you did in the tutorial, but what I want to do is use my keyboard's sounds instead of the VSTs.  I think the issue is a combination of the Keyboard settings (perhaps I need to set each voice to a specific midi channel?), and the Music Studio settings.  So, the issue is, using my keyboard's different voices isn't playing back the different sounds - they all get played back as the default piano sound on the keyboard.  I recall going through something similar a few years ago with another software package, but that package didn't map the yamaha sounds properly.  I think Magix will work, but I need to figure out the voice assignments I think.  
Have you tried recording multiple midi tracks using various sounds from your keyboard/synth? 

Thanks. 

I figured it out!  2 problems I'll highlight and both solutions:

1.  Setting different sounds on the keyboard to different midi tracks: 
Used the 'object Editor' to assign different midi channels to different midi tracks.  Samplitude sets default to 'all'. 

2.  Mapping of the yamaha sounds didn't match to the 'program' selection in samplitude.  The sounds in 'program' weren't quite right. 
Fix is to check the MSB and LSB bank settings for the particular yamaha keyboard ("Voice List" manual that comes with the keyboard), then enter MSB into Bank high, and LSB into Low, then pick the program number. 

All good for now...

Eric

Interesting. I had never tried this. I did a test and sure enough, it's possible.

I haven't got it all worked out yet, but under the Track Editor, you need to change the Out/VSTi to the USB-midi, and select a Program from the list. Click once on Program to get the list; the default is No change. The list goes from 1 to 128. I used a different instrument from the list for each track, and my keyboard played the different instruments.

Now I'm trying to figure out how to use the Bank MSB and the LSB working. The instruments from the list don't line up with my keyboard instrument chart. Changing Bank MSB does change the Program instrument, but LSB does nothing. More investigation. If you find the answer, please post it.

Got it! I missed the logic completely. The Programs are all GM tones and these correspond to the GM tones of my keyboard, except that the numbering is off by one. My table starts at 0 whereas the GM program table in Samplitude Music Studio starts at 1. I did find on one or two instruments that changing the MSB changed the sound, but I can't reproduce this. Still looking.

Thus, as far as I can say, midi only plays the GM tones and not the other keyboard tones. If you find a way, please let me know.

EDIT - I missed your answer. You say that I should first do MSB and LSB then select the program number? Doesn't work. No matter what I put in MSB and LSB, I get only the program listed under Program, not the program from my keyboard.

The key to the MSB, LSB etc. is what your keyboard manual says for its panel voice list.  My Yamaha has a separate thin booklet called "data list".  At the back of it it has a bunch of pages of tables which have the "Voice No." (the number and corresponding voice name, e.g. Rock Organ.  The next column is "Bank Select" which is split into 2, MSB (0-127) and LSB (0-127), then the third column is "Midi Program Change # (0-127)". 

So, for my "Rock Organ", it's identified as voice number 25 (keyboard voice number), MSB=0, LSB=112, Midi program change# = 19.  So, in object editor, you put the MSB in "Bank High", LSB in "LOW", and then set the "program" which suddenly shows the voice names from the keyboard. 
Before, I was just putting in 19 for the Program Change, but it was a basic organ (GM sounds?).