I'm such an air head. I forgot from version 4.0 onwards you can add live drums and live guitars via MIDI REMIX - I remembered during the night that it was me who translated the supplement for Ketron! It is in the latest owners manual too under MIDI REMIX (page 36 - download it if you have not already) however there are limitations depending on the MIDI file you are using - not all are suitable.

If you want to use the USER LIVE GUITARS you have to load them and activate them before you can assign to a style. once assigned to a style you can then embed them into a Midi file. Its a long process but possible.