You can plug from a headphone port on the piano into the input on a recording device, but the problem you're going to have is that a headphone jack is an amplified output, and you're likely to get very poor results ("blown out" or overloaded audio on the recording). You can try to mitigate it somewhat by cranking down the volume on the keyboard and adjusting levels after recording, but it will never be perfect, and may never even be very good depending on your equipment, software, and audio engineering capabilities.
To get quality output for recording, you'd want an unamplified output (sometimes called Line Out, sometimes called Aux Out). The model you're looking at doesn't have that. So yeah, your only options are to accept the comparatively poor quality of recording from the headphone jack, use the piano as a MIDI controller with a separate MIDI synthesizer, or to upgrade to a higher model with an Aux/Line out.
