Kaydia Welcome to the forum! I'm not personally familiar with your piano, but apparently it has internal recording, so you could record and listen back without having to use any phone, tablet or computer. This is an AI generated description of the functionality:
Casio Privia PX-850 Recording
To record on the Casio Privia PX-850, follow these steps:
Press the SONG RECORDER button to activate the song recording mode. The indicator light will illuminate.
While holding down the FUNCTION button, press the SONG RECORDER (L/R) button to select the track you want to record on.
Press the SONG RECORDER button again to start recording. The indicator light will start flashing.
Play the desired song on the keyboard. The recorded track will play simultaneously with your performance.
To stop the recording, press the SONG RECORDER button.
To play back the recorded song, press the SONG button. The recorded track will start playing.
To adjust the tempo while the song is playing, press the SONG button again to stop playback, then use the TEMPO buttons or the + and - keys to adjust the tempo.
Press the SONG button once more to stop playback.
Additionally, you can save the recorded song to a USB flash drive. To do this, follow these steps:
While holding down the FUNCTION button, press the save keyboard key. This will cause the GRAND PIANO (CONCERT) button lamp to light.
Use the procedure below to save data you recorded on the Digital Piano to a USB flash drive as a MIDI file (SMF format 0).
For more detailed instructions, refer to the user manual or the online resources provided by Casio.