At the bottom of page 22 in the manual it mentions the "Split Int" function. If it's turned on then you can play chords by holding down a single key-- or, for certain types of chords, a specific combination of keys-- as shown in the chords chart on pages 44 and 45. But if it's turned off, that sort of "smart chord" feature is disabled.
Do you have the "Split Int" function turned on or off? The manual says that the default setting is off.