https://www.youtube.com/watch?v=9GeyVXa4dyc

This workflow uses a single channel and explains Montage/MODX as keyboards more targeted for multi-channel DAW usage and the CP more aligned with single-channel.

https://youtu.be/9GeyVXa4dyc?t=973

One of the several spots where "single channel" is mentioned.

What is suggested is to record multiple tracks on single passes using the same (MIDI) channel.

You see on the video how all of the MIDI tracks for the CP are on Channel 1.

Thanks Jason!
When I create several Midi-Channels in my DAW (Chn. 1-4) I get all voices/layers from the instrument on channel 1 instead of receiving each voice separately on each channel.

https://www.youtube.com/watch?v=S18XJI62AQ4
At 2.40 min Dom Sigalas showed the multi-channel function, but it was not shown how it was set up.

You say MIDI - but the video from Dom is demonstrating not multi-channel MIDI, but multi-track audio.

https://www.youtube.com/watch?v=S18XJI62AQ4&t=397s

If you want to do this - you'd want to be researching audio track setup not MIDI.

Thanks! Multitrack-audio is also fine, when it's possible to track several activated voice-layers simultaneously as Dom does.
Do you know any helpful information/posts regarding audio track setup with CP ?

From the owner's manual:

USB Audio receiving/sending capability for the
instrument is a maximum 2 channels (1 stereo channel)
at a sampling rate of 44.1 kHz. The input signal from the
USB [TO HOST] terminal is output via the OUTPUT
[L]/[R] jacks (XLR type connector), the OUTPUT [L/
MONO]/[R] jacks and the [PHONES] jack.
The input level can be adjusted from the [MENU] button
→ “General → “USB Audio Volume.”
The audio signal output via the USB [TO HOST]
terminal is identical to the audio signal output via the
OUTPUT [L]/[R] jacks (XLR type connector), the
OUTPUT [L/MONO]/[R] jacks, and the [PHONES]
jack

Recording multiple "channels" at the same time means left and right of a stereo sample.

In the video - I believe what Dom is doing is recording a track a pass - so one pass through he sets up the CP to trigger one instrument and records that instrument - reaches up to arm the next track for recording - then the loop comes back around and records that track. And so on.

They are not simultaneously being multi-tracked. Yes, multi-track in "real time" - but more like a guitarist who has a looper pedal and records one part - loops around - and records another - and so on.

Thanks for clarification!
What about the 4 zones which can be activated and send to different Channels (Tx Channels) in the Zone settings. Are they only dedicated to external devices ?

A DAW is an external device.