I am wondering how to use the microphone with the Fantom S. It works and everything I want to use as like a vocoder. So every note I hit one the keyboard thats what will come out. Does anyone know how to set this up?

Well, the Fantom-S doesn't feature a vocoder. Roland started to include a vocoder only recently on models such as JUNO STAGE and JUNO-Di.

So how do I record with my voice when recording songs?

There are no audio tracks in the sequencer on the S, but you can record your voice in sampling "solo" mode (press the SAMPLING button and you will see that option there). Play your song and start sampling, after you're done you can see your voice recording in the sample list, from there you can assign it to one of the pads and then play into your song.