You want the PIC to send MIDI messages to control/play the casio synthesizer.

The MIDI signal is just control data, not audio (a serial control signal that sends note value on/off and other commands).

The signal is organized into 10 bits (start bit, 8 data bits and one stop) running at 31,250 bits per second.

Here is a link that describes the specifications and command set for the signal:

http://en.wikipedia.org/wiki/The_MIDI_1.0_Protocol

I am not sure if your PIC has a UART, it could be used to produce the serial signal. Then you would need space for the storage of the song data, and a way to enter it.