The Yamaha PSR-E403, PSR-E413, PSR-E423, PSR-I425, YPT-400, YPT-410, and YPT-420 keyboards have a USB TO HOST port, but not a USB TO DEVICE port. (Each YPT model is identical to one of the PSR-E models; only their casings are different.)
On the other hand, the Yamaha PSR-E433, PSR-E443, and PSR-I455 keyboards have both a USB TO HOST port and a USB TO DEVICE port.
The USB TO HOST port lets you stream (transmit) MIDI data between the keyboard and a computer-- i.e., it serves the role of MIDI IN and MIDI OUT ports-- as well as use the Musicsoft Downloader program to transfer Backup files, song files, or style files between the keyboard and the computer.
The USB TO DEVICE port lets you connect an external USB drive (e.g., a thumb drive) to the keyboard and transfer User files, song files, or style files between the keyboard and the external drive. To access the external drive you must hold down the FUNCTION button to call up the FILE CONTROL menu. One of the options in the FILE CONTROL menu is Save SMF. When you select that option, the keyboard will process a User Song recording to convert it into a standard MIDI file, and write the SMF to the external drive. If the keyboard doesn't have a USB TO DEVICE port, it won't have a FILE CONTROL menu, which means it won't have the Save SMF option. (It also won't have the options to save and load User files, but that's another matter.)
Without the USB TO DEVICE port and the Save SMF option, the only ways to save a User Song externally are either to transfer the keyboard's Backup file to a computer-- in which case the User Song will be embedded inside the Backup file-- or else to play back the song on the keyboard while it's connected to a computer, use a DAW or other utility to capture the audio or MIDI data (depending on how the keyboard is connected to the computer), and save the captured data to a file.
"Extra for Experts" (or: "Additional Information that You Really Didn't Care to Know")
It's possible to use a computer to extract individual User Songs from a Backup file or User file and save them as separate MIDI song files. However, this is tricky to do because of the way the User Songs are stored inside the Backup file or User file-- namely, there are no MIDI Header chunks (so you must create them), and the MIDI Track chunks are divided up into blocks such that a given track could be split into several segments, and the various segments of a track could be scattered throughout the file in a jumbled order and interspersed among segments of other tracks (so you must assemble each track from the correct segments and in the correct order).
Furthermore, the constructed song file won't contain any Style, Pattern, or Tabla/Tanpura accompaniment. (Pattern accompaniments are available only on the PSR-E433 and PSR-E443, and Tabla/Tanpura accompaniments are available only on the PSR-I455.) Instead, the MIDI file will contain special Sequencer-Specific Meta Event messages that tell the keyboard which Style (or Pattern or Tabla/Tanpura) to select, which tracks of the accompaniment to use, and what Volume the accompaniment should be played at, as well as which chord to use (and when to switch to that chord) and which accompaniment section to use (and when to switch to that section). This means the accompaniment data is actually stored in a more "compressed" format, although the MIDI file won't play back correctly except on keyboards that use the same numbers for the same accompaniments and that use the same Sequencer-Specific Meta Event messages.
When you convert a User Song to a MIDI song file with the Save SMF option, the keyboard executes these Sequencer-Specific Meta Event messages at the proper times such that the desired accompaniment is "played" in the desired manner and saved in "expanded" form so it will play back correctly on any keyboard-- although some of the voices or drum kits may need to be replaced with voices or drum kits which are available on that keyboard.