NOT into the USB port (except in a couple of very specific cases).
Electronic keyboards these days often have a USB connection for sending MIDI data to a computer - MIDI is not “audio” and cannot be recorded in Audacity.
To record an electronic keyboard in Audacity you need to use a suitable audio cable that will plug into the “Line In” of your sound card.
Here’s where it gets difficult - does your keyboard have a “Line Out” socket (or pair of Line Out sockets), and does your computer have a Line In socket?
I’ve just had a look at the CDP-100 manual and it does not have a Line Out socket, but it does have a headphone socket - this is not ideal, but it can be made to work. You will need a “headphone splitter” cable so that you can connect your headphones to the piano and a “stereo audio lead” (for connecting to the computer) to the same headphone socket. (the internal speakers switch off when you plug something into the headphone socket).
Most full size computers and Mac computers have a stereo line in socket. Many PC laptops only have a microphone socket (which is not suitable) and not a Line In socket. Some PC laptops have a combined Mic/Line in socket. For laptop computers you may need to check the manual to know if it has a Line in socket or not.
If you are using a PC laptop without a Line In socket, you can use an external sound card such as a Behringer UCA 202 (reviewed here https://forum.audacityteam.org/t/sound-card-reviews/8375/1 ) or similar device.