If you want to setup in the traditional one track, one Part, one MIDI Channel method of working, here’s how:

You make your instrument selections on the MONTAGE...

From the [PERFORMAMCE (HOME)] screen
Press [CATEGORY SEARCH]
Touch “Init”
Touch “Multi/GM”

This creates a setup where you have an instrument in each of the 16 Parts, each Part on a corresponding MIDI Channel.
This is the standard starting point for the type of recording you are describing.

The default setup has a default Piano in each Part except Part 10 which has a Drum Kit.
You are free to substitute for any of the 16 Parts, here is how

From the HOME screen of the “Multi/GM” Performance
Press [PART SELECT 1] to select Part 1
Press [SHIFT] + [CATEGORY SEARCH] to view the Part 1 Category Search screen
Set the “Bank” = ALL
Set the “Attribute” = SINGLE
This will restrict your search to just complete instrument sounds... that can occupy the Part slot and play across all keys and at all velocities.
Green sounds in the search engine are Single sounds addressable on a single MIDI channel from your DAW.

When you are ready move to [PART SELECT 2]
And select a Single Part Sound to replace the “placeholder” in the Multi/GM template... you can chose any Single program for each Part, 1-16. Use [SHIFT] + [CATEGORY SEARCH] to search for an individual Part.

When you have completed your setup of instruments, you should press [STORE] ... it will take you to the Performance Name screen, give the Performance a Name and write it to User memory... OR you can use MONTAGE CONNECT

You will want to run MONTAGE CONNECT as a plug-in so that it can automatically capture and restore your PERFORMANCE.