I don't see a MIDI connector on the Play Electric but can I use a keyboard with this device?
Yes, the Play Electric can also be used with a keyboard to trigger it's harmonies. In this case you'll want to plug the keyboard into the 'guitar in' and use the 'guitar thru' to pass on your signal from the keyboard to your amp/PA. This will not alter your keyboard sound. You are able to use the 'guitar out' instead of the 'guitar thru' as well, but in this case your keyboard will be using the on board guitar effects processing.
Keep in mind, sounds with definite attack like piano, harpsichord or pizzicato strings may work better for triggering the harmony. Sounds with a long soft attack like bowed strings or pads may not do the best job.