The Yamaha MOX8 or MOXF8 series of keyboards has a built in interface and easy to use with MainStage.
You’ll need to download the Steinberg driver from this page: https://usa.yamaha.com/products/music_production/synthesizers/moxf/downloads.html#product-tabs.
On the Yamaha MOX8 keyboard there is a quick setup button, and then you can select DAW which then connects with MainStage or ARP which uses the keyboard’s built in sounds, and your user manual would explain how you can do this on yours.