I'm not quite sure what you're asking. What you can do is get another keyboard or rack module synth/tone generator and control it via MIDI, but it will produce sound on its own line out; there's probably no way to route it back to the CP33. Even for keyboards that do take audio input, that's usually for sampling (recording audio so that you can play it back later), not so much for passing it through to the line out.
So yes, you can add voices by adding another keyboard, but MIDI can't magically allow you to play more at once with the keyboard you have, and certainly can't add voices that aren't already on the keyboard.