I do not use any special keyboard, only the computer`s one. First I click on the red button of record at the top of the tracks, the button that is with the yellow one of mute and the green of solo. If you want a three note chord then you should click the record button in three tracks. The next step is hitting the space bar or the red button of record up and left (below the word performance). Next, go to the machine view and open the synth or sampler you want to play. Now, keeping the machine open go to the pattern view. Hit the play button and start to use the computer keyboard as a real one, in real time. If you hit the keys together, the notes will sound in more or less the same time. You can do the same with fx, and record the tweaks in any empty track, in real time.
Psycle may seem difficult in the start, but once you learn a little about its usage you will love it, keep on trying, don`t give up.
Hope this helps, regards