If you are happy with the sound of the Kurzweil, then recording the audio via the stereo outputs is the way to do it.
If you record the midi via USB, you are just recording the Kurzweil's key presses, i.e. which key you press and release, how hard and for how long.
Logic will happily record both.
Logic will play back the audio as it was recorded.
Logic will play back the midi, but it will need something to create the sounds. From memory, Logic's default is a basic set of general midi sounds.
You can place the midi track on an audio instrument track and insert a virtual instrument (VSTi) on the midi track.
You can also send the midi back to the Kurzweil, and Logic will play the piano for you. This is handy, because you can play a piano piece, record the midi, edit the midi and fix up mistakes, play the midi, and record the corrected audio from the Kurzweil.
Critical to the enjoyment and quality of your recording is the means by which the audio gets into the computer. If you are using the line inputs on a computer's onboard soundcard, you may be disappointed. If you use a dedicated audio interface, you may be delighted.
