This where a mixer comes in handy so you can hear more than one soundsource at the same time.
That's a whole 'nother routing lesson.

For now, without a mixer, your best bet is to record the Juno to audio so you can use the input for other things while hearing all the tracks.
I'd keep the midi tracks afterwards, just mute them. This allows you to go back and experiment with different sounds later.

To simplify - play the midi to the synth and record the audio from the synth to an audio track for now so you can hear the synth sounds while recording the rest of the audio.

Make your sound your own!
.. I do not work here, but the benefits are still awesome