The basic procedure is to assign the rhythm *waveforms* to each of the tones of a new patch (initiate a generic patch). That is, instead of assigning normal instrument waveforms to each of the four tones of a patch, assign the rhythm waveforms and restrict the Keyboard Range of each tone to one key.

Of course, you only get four rhythm instruments/waveforms per patch.

I think you can also use Utility -> Copy to copy the settings for various rhythm tones within kits into the tones of your initiated patch so you preserve the settings for the various tones. There may be some restrictions on this, I don't remember, but it's worth trying.