There are two main types of Yamaha style files-- SFF1 and SFF2 ("SFF" means "Style File Format"). You can't tell whether a given style file is SFF1 or SFF2 just by looking at its name, but there is a MIDI text message inside that indicates whether it's SFF1 or SFF2. Anyway, SFF2 files cannot be used with the PSR-E models. If you transfer SFF2 files to your keyboard's memory, or put them on a USB flash drive-- if the model has a USB TO DEVICE port, which your model does not have-- the SFF2 files will not even be listed when you're scrolling through the list of available styles.
A gentleman by the name of Jørgen Sørensen has written a number of free utility programs for Yamaha keyboard users:
My Software - The Unofficial YAMAHA Keyboard Resource Site
www.jososoft.dk
One of his utilities is a program called "Style Format 2 Converter" that can quickly and easily convert all SFF2 files found in a selected folder into SFF1 files so they can be used on models that cannot play SFF2 files:
Style Format 2 Converter - The Unofficial YAMAHA Keyboard Resource Site
www.jososoft.dk
There may also be other changes that you'll need to make after converting the SFF2 files to SFF1 files:
1) You might need to use "Style Old Format Converter" to convert the SFF1 files to an older version of the SFF1 format. This probably won't be necessary, so I'd skip this unless the style still won't work after doing the next two steps.
Style Old Format Converter - The Unofficial YAMAHA Keyboard Resource Site
www.jososoft.dk
2) You might need to use "Style ReMixer" to remove unusable style variations. PSR-E models can use only the A and B style variations. The style will still play if it contains the unusable C and D variations, but PSR-E models cannot load style files that are larger than about 50K, and removing all of the unusable variations from a style file will usually decrease it to an acceptable size.
Style Remixer - The Unofficial YAMAHA Keyboard Resource Site
www.jososoft.dk
3) You should use "Style Revoicer" to replace any voices selected within the style if (a) they are not available on your model or (b) there are better-sounding voices available. The style parts may still play even if they're trying to use voices that aren't available on your model, although in that case the keyboard will automatically select the "XG capital tone" (equivalent to the same-numbered "GM tone"), which might not sound as good as some other available voice. And in some cases, the style parts which are trying to use voices that aren't available on your model will be completely silent. So it's always best to use a program such as "Style Revoicer" to review the voices that the style is trying to use, and change them as needed to voices that your model can play.
Style Revoicer - The Unofficial YAMAHA Keyboard Resource Site
www.jososoft.dk
These steps may seem overwhelming, but trust me-- Jørgen's programs are very easy to use, and once you've actually taken the time to use them you shouldn't have any trouble converting SFF2 style files to SFF1 style files and then tweaking them as needed for your model.