I've checked the manual, and the EZ-220 has a USB TO HOST port for connecting to a computer or iPad, but not a USB TO DEVICE port for plugging in a USB flash drive.
However, I don't see anything in the manual about using "external" song files, so I'm not sure whether you're able to transfer song files to the keyboard's internal memory using the Yamaha Musicsoft Downloader program (computer) or MusicSoft Manager app (iPad). You can try using the MusicSoft software to see whether or not the EZ-220 has any internal memory space that the software can access, but I don't know if it will work.
If it turns out that you cannot transfer song files to the EZ-220's internal memory, the only other option would be to connect the keyboard to a computer or iPad, use a DAW or MIDI sequencer to play a song file on the computer or iPad, and have the DAW or sequencer send the song's MIDI data to the EZ-220 to be sounded.
Try the MusicSoft software first, and let us know whether or not it works. Then, if that didn't work, we'll give you some suggestions for a DAW or MIDI sequencer that you can try.
What would you be connecting the keyboard to-- computer, laptop, tablet, phone, etc.-- and what operating system does it use?