This is a seemingly simple question with a very complex answer.

The MOXF has a built-in Sequencer, which has two modes: SONG and PATTERN.
SONG mode is linear in nature and works very much like recording to an old style multi-track tape recorder (only it is completely digital in nature). You record, one track at a time, recording one instrument to one track. There are 16 tracks total.
PATTERN mode is made up of shorter, looping segments of a musical composition. These segments are each multi-tracks. But you must assemble the segments (Sections) together to make it a complete song.There are 16 tracks total, but there are 16 different Sections.You can construct a composition in musical sections... then link (chain) the sections into a linear song.

You can select an instrument sound (called a PART) and that Part is associated with a Sequencer Track.
Select PART 1, record data for it on Track 1 of the Sequencer.
Then select PART 2, record data for it on Track 2 and so on.

you start by pressing the [SONG] button for example.
Press [MIXING]
MIXING will allow you to select instrument sounds for the Tracks 1-16
Choose an instrument for PART 1
(Hint: It would be helpful to familiarize yourself with CATEGORY SEARCH - as this skill will help you find instrument sounds for each PART of the MIXING setup).

Press [RECORD]
Record your data (there is a Time Signature setting, a Tempo setting, and a CLICK and COUNT-In that you need to familiarize yourself with) - But it works very much like a Multi-track recorder with a built-in metronome, sound engine, and ability to edit and playback.

Please refer to the OWNER'S MANUAL which is invaluable on things like the terminology and the step-by-step setup and execution. Start on Page 40 "Creating an Original Song"