I'm not sure I'm totally following the question. Maybe the notes below will help clarify it for me:
... when I connect my piano. My input is my piano and my output is my computer speakers.
I
think you mean: you're connecting your keyboard to the computer with a USB cable, directly from the keyboard to the computer, right?
If so, that means you're just sending MIDI from the keyboard to the computer. The MIDI notes are then played by a soft synth / aka virtual instrument over the computer speakers. I'm not aware of a keyboard that sends anything (like digital audio)
other than MIDI over a USB connection. In any event, I can say that
your keyboard doesn't, since I just looked at its manual on the Casio website.
You should be able to make this sound better / less robotic by using a nicer virtual instrument. It's also possible that what's making it sound "robotic" to you is absence of any reverb. You should be able to apply reverb very easily with your DAW, or with the virtual instrument's own settings. Try that, at least (if you haven't already), and see what you think. Also try different virtual instruments.
if I do the input and output as my piano, it record fine but I can't get that recording to playback on my speakers.
When you say "input and output as my piano," do you mean you're playing your piano through its own built in speakers (or over headphones plugged into its headphone jack)?
If so, the synthesizer built into the piano is playing the MIDI notes, rather than the soft synth on your computer.
How do I record the digital audio so that it sounds good through my speakers?
Your keyboard doesn't have a digital audio output (most don't: those that do would typically do it via S/PDIF).
One thing you can do - with the right equipment - is record the
analog audio output from your keyboard. To do that you'd need to connect the headphone output on the keyboard to something that will convert it into digital audio, and input that into the computer. If you have a good soundcard (either as originally built into the computer ... which is unlikely, especially if it's a laptop) with stereo inputs, hook it up and see how it works. There's a diagram at page E-5 of the manual that shows how to do it. You'll need a cable (or a cable plus appropriate adapters) with one 1/8" TRS plug at one end and whatever matches the jacks in your soundcard at the other (some possibilities: two RCA plugs, two 1/4" TS plugs, two 1/8" TS plugs, possibly an 1/8" TRS plug).
The standard soundcards that come built into the typical computer (especially laptops) are generally pretty low quality, so you may well wind up with a noisy, low-level or distorted signal.
Also, most have only a mono input. This means you'll lose the stereo effect of the reverb that's built into the keyboard (not necessarily a bad thing ... you actually probably want to turn off the reverb altogether and leave that for the DAW). A bigger problem arises if your keyboard pans the lower notes more to the left and the higher notes more to the right, which is common in similar instruments. If you only put one channel into the computer, it's going to get louder as you go either lower or higher in pitch (depending on whether you use the left or the right half of the stereo signal).
If you don't have a soundcard with an analog audio input - or the one you have sounds crappy - you'd need to get an upgraded soundcard or separate interface. There are bunches of options to choose from. The typical outboard interface you'd be looking at would connect via USB or Firewire. You can get one that only takes line-level inputs, or one with one or more built-in mic preamps. The latter would come in handy if you get a non-USB mic in the future (and don't want to get a separate mic preamp).