That depends on a few different factors.
If the style is external-- that is, a style file that you "load" into the keyboard's memory-- you can use appropriate software to edit the MIDI messages which select the voices used by the style so they select other voices instead, then save the edited style file with a new name. The "appropriate software" will generally depend on the make and model of your keyboard, since that will determine the file organization or format of style files it can use, as well as whether or not any information about that format is readily available. There might even be third-party utilities available for modifying style files. But generally speaking, a knowledgeable user could use something as basic as a hex editor if they knew what they needed to do.
If the file is internal-- that is, built into the keyboard's memory at the factory-- then it will depend on whether the keyboard has any built-in functions that let you change and save the style voices.