Actually there is two parts, user banks, which can be loaded from a whole set of user created Korg styles.

And then there is direct sound testing, you can assign any banks of a set to the direct maps. It works like a charm when you are used to this way of using, however, still cant compete with Yamaha's way of handling USB sticks.

When in user direct mode, you can use the pulldown menu in the topright corner for setting the map for direct playing of styles from usb stick