It looks like the only things you'll be able to store on the P-150 are presets. The product page on Yamaha's site doesn't mention anything about it being able to record or having any kind of sequencer, and those features would be pretty rare for a stage piano.
To record, you'd either want to get a digital recorder and record off the line out, or get an audio and/or MIDI interface for your computer to either record the audio or record the MIDI data, play it back through the keyboard, and then record the audio. The last option is probably best since it means you don't have to record everything in one shot if you don't want to, you can correct mistakes, you can make multiple parts even though/if your keyboard doesn't support it (I know you can do a split, but I doubt you can have 10 keyboard sounds playing back at the same time), you can easily combine the keyboard with other recorded or software instruments, etc.