If your M-Audio MIDI-USB keyboard does not have audio inputs (a mix jack or physical 1/4” phone inputs labeled “line in”) then your keyboard will not be able to take in external sounds (such as from a microphone). You’ll need to invest in an audio interface, and depending on how many simultaneous inputs you’ll be recording into Reason, you’ll require an interface with as many inputs.
If you’re not using an outboard mixer that has microphone preamps (a mixer with line-in only), then your audio interface will need to have one or more mic inputs. May I suggest looking into the M-Audio Mobile Pre USB series (2 mic/line inputs), or their other entry-level interfaces; they are a large company that continually updates their driver software and has good technical support (they are a subsidiary of Avid, the company who owns Digidesign/ProTools).