I don't think you mentioned the model of keyboard you're using, but as long as the keyboard can play multiple timbres on three or more different MIDI channels and has MIDI or USB-MIDI ports, you can do this-- although depending on the specifics, you might need to be connected to a computer or other device to do it.
I keep my Yamaha keyboards connected to my computer, and can easily split or layer the keyboard into several zones using a DAW. Basically, I turn off the keyboard's Local Control setting so it doesn't make any sounds when I play on it-- i.e., so it acts like a MIDI keyboard controller. Then I send the MIDI to my DAW on channel 1, but use the DAW's MIDI filtering capabilities to send the Note events back to the keyboard on different channels based on the Note values-- e.g., Note values 0 through 31 would be sent back on channel 1, Note values 32 through 63 would be sent back on channel 2, Note values 64 through 95 would be sent back on channel 3, and Note values 96 through 127 would be sent back on channel 4. (Those are just examples; you could use whatever ranges you want, and of course you'd really only be interested in the Note values that your keyboard can send-- so a 5-octave keyboard might send only Note values of 36 through 96, or something like that, although you could shift the values up or down using the keyboard's octave-shifting and transposing functions.) You can also overlap zones if you want, such as sending back Note values 32 through 63 on two or more different channels. And then all you have to do is send the desired Bank Select and Program Change values for each channel. So if your keyboard can play 16 MIDI channels, you can define up to 16 separate zones and split or layer them however you like.
Now, if your keyboard has MIDI DIN ports, you might be able to bypass the computer entirely and just connect a MIDI cable from the keyboard's MIDI OUT port to its MIDI IN port. Then, as long as you can program and filter the MIDI messages as needed on the keyboard itself to do something like what's described above, you can create multiple zones, each with its own sound. Or you might need to add another MIDI box or two between the MIDI OUT and the MIDI IN, such as a MIDI processor that can be programmed to filter and route the incoming MIDI based on Note values or something similar.