This is from the recently released reference manual:
(PSR-S950) Limitations on the Audio part:
• If you select a preset Audio Style as starting data, the Audio part is to be used as is. The Audio part cannot
be deleted, edited and created from scratch.
• The created Style containing the Audio part can be used only via an instrument that supports Audio
Styles as well as the SFF GE format.
• The Audio part cannot be copied from another Style or Section in the ASSEMBLE page. If you want to
use a specific Audio part, make sure to select the corresponding Audio Style before calling up the Style
Creator display.
As I haven't laid hands on the keyboard yet, there is no way of knowing, but I suspect that additional Audio Drum styles will only be available via Expansion Packs that can only be played from the 64MB flash drive. As the manual states, only one Expansion Pack can be on the keyboard at a time, and to change Expansion Packs the keyboard needs to be restarted.
Found it!