You cannot download anything into a PX-110.
If you have rhythms in MP3 form, you can play them from another device (e.g. a smartphone). That device will need its own speaker, loud enough to keep up with the piano (there is no way to get the MP3 player's sound into the PX-110). Or if you are plugging your piano into external amplification, you can plug your MP3 playing device into the same amp. If the amp does not have enough inputs to plug in both things at once, you'll need a mixer.