iPhone or iPad with Dock Connector

If your keyboard has a USB to Host port,

port_usb

You will need two things:

Once everything is connected, check the Settings screen and make sure your keyboard is selected as the MIDI Input.

If your keyboard has traditional MIDI ports,

port_midi

You will need one thing:

Plug the iConnect into the Lightning port of your iPhone or iPad.
Connect the MIDI IN cable of the iConnect to the MIDI OUT port of your digital keyboard.
Connect the MIDI OUT cable of the iConnect to the MIDI IN port of your digital keyboard.
Then check the Settings screen in the Piano Adventures Player app and make sure your keyboard is selected as the MIDI Input.