The file with the SP7 extension is a proprietary file type that is used by Data Manager. There is no way to play this file on the computer, or to convert it into another format such as MIDI or MP3 that would be playable on the computer.
If you connect the keyboard to your computer, it should be recognized as a MIDI musical instrument. You could then use a MIDI-capable music composition or editing program on your computer to communicate directly with the keyboard. The software on your computer should then be able to save the data as a MIDI file. If the SP7 file is in the keyboard's memory, then playing back that song on the keyboard should transfer the appropriate data to the computer through MIDI.
If you are trying to create a recording of the actual sound produced by the keyboard (such as MP3), then you would need to find a method of outputting the audio from the keyboard and then inputting it into the computer. This procedure should be described in the manual. Please keep in mind that this might require you to obtain additional hardware and/or software for your computer.