I assume you're asking how to sequence the sounds (not just piano) in Reason.
You need the midi icon displayed in the track you're recording to before any recording can take place. To step back a bit, you need a properly set up computer with an appropriate sound card and a midi controller of some description too.
If you're asking how to load a piano sound into one of the samplers, use the NN-19 and click on the folder icon under the small display in the upper left side of the front panel. That will bring up a menu of the presets for that instrument and you can select a piano sound from there.