How do I connect my clavinova to my laptop??
If you want to capture the sound you'll need a cable to go from the output on the clp130 [depending what it has, some only have headphone sockets, some have more] into the soundcard's line in.
The cable is probably called "a computer guitar cable" or similar, the only difference from a standard instrument patch lead is that most computer sound cards have smaller [1/8"] jacks.
For an audition CD that's probably what you want.
Although you can capture the midi data too, that's more for sequencing / editing etc of what you play rather than for recording the sound of the digital piano.
For software, windows sound recorder would do it, but there are things like audacity that let you do a bit more. Windows XP probably burns .wavs to audio CD these days [probably part of windows media player or something]