The CDP-230R like many Casio keyboards supports "MIDI-over-USB" which means you can use a USB cable between the keyboard and the computer or iPad to play what are called "virtual instruments" on the computer or iPad (it can do things in the other direction as well but that's a topic for another time).
You can find a number of virtual instruments online or in app stores for the device, including pianos, organs, synths, drums, guitars, etc. and wind instruments you mention. Purchase and download the ones you want (many offer limited trials, such as not all notes work or they "take a break" every so often), and by connecting the USB cable, you should be able to play the instrument on the device via the keyboard.
The next trick is getting the output to your amplification system. If your device has a headphone jack, you can use that, but since most recent ones do not, you'll need an interface to connect audio cables as well as still allow you to connect the USB cable from the keyboard. The choices of interfaces are many, and depend on whether you're using an iPad or computer.
That should get you started. We can discuss this more and others might have some input, unless you find the topic not interesting and don't want to put any further effort into this method. OTOH, some of us live for this musical & tech geekery.