Yamaha sells style files on their YamahaMusicSoft website, although the number of styles which show up as being compatible with your instrument can vary considerably depending on how new your model is.
What I do is enter the oldest model in the line (PSR-E403) and see what comes up, then change to the next-oldest model (PSR-E413) to check again, and keep doing that until I've checked up through whichever model I have.
I also check the alternate and related model names (YPT-400, YPT-410, YPT-420, PSR-EW400, PSR-EW410).
I believe there are third-party companies that create and sell Yamaha-compatible style files, and you can find a huge number of free Yamaha-compatible style files online. For instance, check the PSR Tutorial website and forum, as well as the jososoft website.
Note that unless a particular style file was specifically created or customized for your given model, you will usually need to re-voice it for your model, which means to view the voices (that is, the specific Bank Select and Program Change messages) used by the style and change them as needed so that (1) they select the best-sounding voices that your instrument has, and (2) they do not try to select voices that your instrument does not have. There are free third-party utilities you can use for doing that, available from the PSR Tutorial and jososoft websites.
Note also that there are two basic formats of Yamaha-compatible style files-- SFF1 and SFF2 (SFF is short for Style File Format). Both formats use the same file extensions, so you normally can't tell them apart just by looking at the file names, but there's a MIDI text message inside them that identifies them as either SFF1 or SFF2. Yamaha refers to SFF1 as SFF in their ads and owner's manuals, and refers to SFF2 as SFF-GE (GE is short for Guitar Edition, since as I understand it the differences between SFF1 and SFF2 basically have to do with the way guitar voices and guitar chords are coded in the style files). The PSR-E models can play SFF1 files, but not SFF2 files, so if you get any SFF2 files then you'll need to convert them to SFF1 files. There is a free utility at the jososoft website for doing that.
Other changes or edits that might be necessary include renaming the files so they have the .STY extension, since Yamaha sometimes uses other extensions for classification purposes although there are no differences internally, and the PSR-E models will not recognize any extension except .STY.
The file must also be no larger than about 50kB; the exact maximum size varies very slightly from one model to another, but 50kB is a good rule of thumb. Note that most Yamaha-compatible style files contain as many as four variations-- A, B, C, and D-- but the PSR-E models can play only the A and B variations. Consequently, one of the ways you can pare down a style file that's larger than 50kB is to remove the unusable C and D variations. You may even want to move the variations around depending on which ones you like best, such as moving variation C to variation A, and moving variation D to variation B, in addition to removing the unusable variations. Again, there is software at the jososoft website that lets you do this.
There might be a few additional editing changes needed, particularly in connection with the effects types (since the numbers used by the PSR-E models can be different than the numbers used by the PSR-S models), the SysEx and XG SysEx messages (since the PSR-E models use XGlite rather than XG), and any GM2 messages (since the PSR-E models use GM1 messages but not GM2 messages aside from a few select GM2 CC messages). However, a style might work just fine without making these additional changes, so you can usually avoid worrying about them until you've gained enough knowledge and experience to try making those kinds of changes.