Maybe I'm confused too but my answer would be no....not without alot of hassle.
It sounds like you are assuming that if you have Bank 1, Channel 2, Patch 67 (lets say it's Funky Bass) using Cakewalk and your O1W, that if you plug a Kurzweil (or another synth besides and 01W) that it will still play a Funky Bass...not likely. You would have to change the Patch numbers in your midi files of Cakewalk to play a Funky Bass which may be program 9 on your new synth. That is why they invented General MIDI...so all synths will have a common language. Besides the Program being different, even once you found a matching one on your new synth the vel., modulation, and everything else may not match. Many times when downloading a SMF and I want to change from GM to Bank sounds I find it easier just to resequence that track.