You want to play on either or both of the keyboards and have either or both of them reproduce the sound. The basic idea is two keyboards that are connected to each other via MIDI cables, both running on different channels.
But, why use one when you can use both? It might sound complicated, but the process is quite simple. Just got another MIDI Keyboard to add to your collection? Now you can choose which one is best for a certain gig. To connect two MIDI keyboards, you need to connect the MIDI out and the MIDI in.