On my Kronos, you can assign a foot switch for any of a number of functions. One of those functions is to switch to the next sound. Then you move all the sounds in the set list so that they're in order within each song. Remember that there's no "last sound" button, so if you use sounds A, B, A, B, and C, in that order, then the three sounds will take up five spaces.
But that's how it works on my Kronos. Other keyboards will work differently. And some won't be able to do it at all. If your keyboard doesn't have a place to plug in a foot switch, then you can't do it with your keyboard.
(You MAY be able to buy a MIDI foot controller and program it to do what you want. But that's a more expensive solution.)