We do have Kurzweil Operational Support for when people get stuck with things like this.
http://kurzweil.com/support/operational/
Should usually receive an answer within 48 hours or less.
But we would ask users to first take a look at some resources we've created specifically to help new customers learn their way around. (See below)
For now, I'll try to help a bit.....
Edit your setup.
Use the More > soft buttons along the bottom the screen to page over until you see soft buttons for New Zone, Duplicate Zone, Import Zone etc.
That's how you create a new zone. (Hit New Zone.)
Use the Chan +/- buttons to the left of the screen to toggle between zones.
Like Dave says, on the first page in setup mode, the Ch/Prg page, set your zone with the PC3 sound to Local.
You can transpose it on the Key/Vel page.
Set the zone with the VK to MIDI on the Ch/Prg page. For channel #, I always like to have the # correspond to the zone you're on.
So if this is zone 2, make it channel 2 (I think it will be chan 2 by default) as well. Then set the VK to receive on channel 2.
You can set key ranges (to split the keyboard for bass and piano for example), you can transpose, you can scale velocity and you can (and have to) assign any controller to do anything.
By default, each zone will have sustain (SW1 page) and Pitch Bend (Wheels page) enabled. You might want to turn these off on certain zones.
If you want the sliders to do anything (per zone) you go to the sliders page, select a slider and then move it while holding Enter.
I highly recommend 2 things that will really help you ramp up, with a minimal expenditure of time.....
PC3 Knowledge Base page on our site. (Every product has one of these - click the Support Tab to find it for any other board.)
http://kurzweil.com/knowledgebase/pc3/ Lots of helpful FAQs and tips.
And tutorial videos - from the very basics like navigation to advanced synthesis.
http://kurzweil.com/product/pc3/video/
DEFINITELY check these out.... they are only about 5 min apiece, and they will save you a TON of headaches.
Dave Weiser
Kurzweil R&D