The mainthing to remember is the difference bewteen audio and MIDI. Assuming you use a mixer whenplaying out live;

Connect the Fantom MIDI USB port. Assign the MIDI output device to the Fantom (as described by Blake). Note this will likely require you install the MIDI driver software from Roland for it to appear in the list. This driver will be on your Fantom disk and/or available from Roland support.
Using the FastTrack MIDI instead would not reuire installing that driver. Either would work, and again remember the MIDI IN from Fantom would connect to the MIDI Out from the FastTrack.

Then connect the Fantom audio out to the mixer. If you want to use realtracks, as mentioned these can be loaded into the Fantom, but not necessary. Just leave BiaB/RB audio connection as it was when you used it previously, assuming line out from soundcard to mixer. Playing the song after these changes should make the MIDI sounds come from the Fantom. Note that you *may* want to change some of the program changes to use other patches from the Fantom; you should have hundreds (or thousands)available, but get it working in basic form before worrying about this part.

MIDI is MIDI, but you'll need to account for the *audio* out from the Fantom once you change the MIDI device driver to the Fantom. I use a Juno-G which is very much like your Fantom, and I use either USB (when connecting to computer) or the regular MIDI connection (when using other devices). There is a switch in the user interface for the Juno that assigns the USB port to be either -
A. a MIDI connection or
B. a data connection to the computer
So you may need to pay attention to that in the Fantom as well.

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