I've looked at the DGX-660 manual, and "Audio Volume" is indeed for controlling the volume of audio files, so you might need to load an audio file into the keyboard before that function will display a numeric volume setting.
The DGX-660 also has an AUX IN jack, and the function for that volume is called "AUX IN Level."
Furthermore, the DGX-660 does refer to the three keyboard parts as Main, Dual, and Split, so the volumes for those are called "Main Volume," "Dual Volume," and "Split Volume."
Once you've selected a particular preset voice to use for the Main, Dual, or Split part, go into the function menu to adjust the various settings for that part-- i.e., the volume, octave, reverb level, chorus level, etc., for that part. After you've done this for the parts you'll be using, use the "Style Volume" function to adjust the overall volume of the accompaniment. Then you can save all of those settings to a Registration for later recall, so you won't need to go through the same steps all over again the next time you want to play a particular song. Of course, you will need to go through those same steps if you want to set up additional Registrations for other songs.
PS -- On my models, certain preset voices are actually for specific layered sounds (Main plus Dual) or split sounds (Main plus Split). What happens is that whenever you choose a particular voice for the Main part the keyboard will load all of the settings associated with that particular preset, which includes any Dual or Split voice used along with its settings, as well as the Reverb Type, Chorus Type, DSP Type, and possibly even the Harmony Type, along with their settings (Main Reverb Level, Dual Reverb Level, Split Reverb Level, etc.).
Therefore you should always select the Main voice first, then the Dual and Split voices if you wish to use them, before you try to adjust any of the other settings related to the voices, because if for example you adjust the Main Volume and then select whichever Main Voice you want to use, the Main Volume that you just set will be wiped out and replaced by the preset volume of the Voice you just selected-- so select the Main Voice first, then adjust the Main Volume.