I use Pa3X, but it should be similar. You can buy styles from many sites, for instance,
https://www.planetkeyboard.shop/
Then, load them on the USB on the computer. Take the USB from the computer and plug it into the Korg PA.
On the left side of the main screen, there should be a button "media", then, "load", then choose a style in your USB, then specify a location, for instance, User 1. Load the styles, and enjoy. I advise, afterward to move the styles in a new user location, so that User 1, 2, 3 are free new loadings.
I hope I helped