I have a Roland P-30 keyboard and I tried to transfer a recorded song from the keyboard to my laptop via a USB flash drive. It worked, but I'm not sure what to do with the file. I wanted to see if I could use the file and put it into Finale or Sibelius (I have both) and see the song on sheet music, but I'm not sure how or if it's even possible. I have no idea how any of this works, so any help is appreciated.
A MIDI file contains timestamped events, i.e., it records every time you pressed or released a key.
Both Finale and Sibelius can import MIDI files. If the actual tempo of the song is known (and if the MIDI file contains this tempo information), it might be possible to deduce what note values (durations) these timestamps correspond to. However, humans never have perfect timing (accidentally or deliberately), so the result of such an import usually is not perfect.
MIDI sequencers typically avoid this problem by showing the notes in a piano roll instead: