Window 11 I’m new to the world of MIDI, Audio. Can I import MIDI files that I downloaded ( i.e.from Classicalarchives .com) use Audicity as the midi software package and export the midi file to my Yamaha P45B keyboard for play back . my intent is not to edite or compose at this time .All my USB drivers are installed I just need a software package to import and export -don’t need the extra features contained in for example cubase elements
If so need a brief " walk thru" THanks
No. You cannot currently use Audacity to send or receive MIDI information to a USB device. 
You will need another software package. cakewalk and reaper may have the capabilities you are looking for. 
Audacity has VERY LIMITED MIDI capabilities and you should look for an actual MIDI application (or a full DAW application).
I THINK you can so some editing of an existing MIDI file, and then re-save it as MIDI.
I’ve not tested on Windows (I use Linux), but it should be possible to import a MIDI file into Audacity and play through an external MIDI device.
You will need to select the MIDI device in Audacity’s Preferences: https://manual.audacityteam.org/man/midi_devices_preferences.html
thanks