Perform a Save All file creation, this backup to a .set file all user data.
Page 944 of the Manual runs through the process, just save it to your USB storage.
Do note that this is different to creating a Backup.
This old thread may also help.
Pa1000 & Pa700. What the difference between SAVE ALL and FULL RESOURCE BACKUP ?. What is each doing differently ?.
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There is another issue with Korg Pa that needs pointing out if you want to load sound samples, Korg uses a .set format and if you load the whole file it can overwrite all or some of the onboard sounds, to get around this you have to navigate down within the .set file until you see the actual sound sample.