ok, first install the drivers for the usb midi cable... it should have came with a CD if not and it's the turtle beach one go download the drivers from their website.
second hook up the in midi cable to the OUT port of the casio, and hook up the out to the IN. (pretty much backwards)
third reboot if you have to. then select the "usb device" or something similar to be your midi device in FL.
That should have you all hooked up.