AFAIK, you can't save the preset voices as files, at least not using a Voice Set feature as on PSR-S models.
However, most of the PSR-E/YPT and DGX/YPG models have an "InitSend" function that can be used to send the voice settings and effects settings to a computer so they can be recorded in a DAW or other MIDI program. But that function doesn't limit itself to just the Main Voice; it also includes the settings for the Dual Voice and Split Voice, so you'll need to filter out the unwanted voice settings based on their channels. AFAIK, Main = Channel 1, Dual = Channel 2, and Split = Channel 3, at least on the specific PSR-E/YPT models I have any experience with.
EDIT: Anyway, those are just MIDI messages for the voice settings and effects settings.
If you're talking about files which contain actual sound samples for the voices, the only way to get anything like that would be to use a program that makes it easy to sample all notes at various velocities for a synth patch or keyboard voice, then chop up the samples to create a voice file, but I can't think of the names of any of those programs right now.
Or are you refering to an "instrument definition file" or "patch list" that can be imported into a DAW for easier selection of a keyboard's voices?