Hi
I installed the T5 audio styles using Yem onto USB stick and installed them into sx.
After I installed , I was then able to copy them individually into my style library which I keep on a USB stick.
As far as I am aware they don’t have have to reside in the sx.

The Yamaha paks do.

Self created audio data can be kept on USB.

https://www.psrtutorial.com/forum/index.php/topic,52436.0.html