There's another utility called "CASM Editor" at the site I linked to previously:
CASM Editor - The Unofficial YAMAHA Keyboard Resource Site
www.jososoft.dk
It lets you view and modify the parameters which are stored in the CASM dara chunk of a Yamaha style. Those parameters control things like how the original MIDI notes are read and transposed, which keys and chord types are allowed for the style, and so on, so it might be a useful tool for helping you figure out how to handle the MIDI data in a given style file.
There's also a section that contains links to detailed information about style files, how they're organized, and the types of parameters they contain:
Articles for YAMAHA Keyboard including style creation, style and MIDI reference and much more.
www.jososoft.dk
However, I would start by just loading a style file-- after changing its extension to ".MID"-- and play it back to see what it sounds like, then go from there. You'll need to direct the MIDI output to either a soft synth or other virtual instrument, or to an external keyboard that's connected to your computer, to sound the MIDI data.