Welcome to SZ(short for Synthzone) !!
Like you, I am a newbie in software arrangers as well.
I am using vArranger2 and this is MIDI Out(ed) to Yamaha S-YXG 50 and Sample Tank.... It works very well for me. I have only tried the Yamaha styles in the vArranger.
I think you would be better of controlling software arrangers using a dedicated MIDI controller rather than the PSR.
The MIDI controllers buttons/knobs can be mapped to the various settings you need for style play. vArranger software has a detailed configuration for this.
I`m sure the experts on this forum will help you on this.