UCA202 USB connector into computer USB socket.
2 x 1/4" mono jack to 2 x RCA (phono) plugs from piano L / R to UCA 202 L / R input
This shows the UCA 202 connections:
If you are recording just one piano part, then headphones into the keyboard will probably work best. For recording multiple parts, headphones into the UCA 202
Should work fine, just be aware that extra plug-plug connections can induce a little extra noise. Di male sure that plags and sockets are are as clean as possible before plugging the leads and adapters together (a little alcohol - vodka works fine and then wipe dry with a clean lint-free cloth). And don’t be tempted to keep un-plugging and re-plugging them.