Your PC does not have the sound engine or wave samples that the CTK-7000 has. You are most likely hearing your PC's Microsoft Wavetable Synth, which is at the bottom end of the sound quality scale. The only way you are going to hear the quality of the CTK-7000 is to play it back through the CTK-7000. Why not just record your performance to an audio file on the CTK-7000 with its audio recorder to begin with ? That way, the CTK-7000's audio output goes directly to an audio file (Casio proprietary) on the SD Card right there on the CTK-7000 itself. You can then upload that to your PC as a wav file with the Data Manager software.
MIDI files (SMF, MID, CMS) are not sound or audio files. They are data files that tell a MIDI sound module how to play its various tones, sort of like an electronic player piano. The slotted paper roll that goes into a player piano is obviously not sound. It is a paper scroll of data (the slots) that tell the piano how to play its notes. A MIDI file is the electronic equivalent of that paper scroll.
