You bought the wrong arranger.
A Korg Pa700 has the ability to import a MIDI file and then to convert it to a Style where you can assign whatever sounds you want to it and save it to user bank for future use.
As far as I know an SX just has the ability to play a MIDI file and to only turn on/off each element of the included tracks. You may be able to edit the tracks and to use this on/off feature but I am unsure if you can do it on the fly. The Reference Manual is the one that will have the detail, the Owners Manual is more basic.
Good luck
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