On the models I own, you can choose which group of songs you want the Demo feature to play-- only the first few (which are designed to show off the keyboard's capabilities), all preset songs, all user song recordings, all song files in the keyboard's internal storage, or all song files on an attached USB flash drive.
If you record your own songs-- either with the onboard song recorder or in a DAW-- you can have the keyboard play them in sequence.
Or, if you've assembled a set of songs you purchased or got for free over the internet-- say, of holiday music-- you can have it play those.
As for the special demo songs that show off the keyboard's capabilities, the manufacturer knows exactly what the keyboard can and can't do, and how to program the built-in songs to use the best and most impressive sounding voices and effects-- including features that aren't available during live play except as part of a sequenced backing track-- to trick you into thinking you'll be able to sound like that when you play-- ahem, I mean, to inspire you to become a technological recording genius and MIDI expert so you'll be able to sequence backing tracks which are equally as impressive.
To get back to the original question, if the Demo feature can play songs you've collected, you can create multiple USB flash drives of specific play lists, such as a USB of Bach, another of hits from the big band era, another of classic rock hits, and another of current pop hits, so you can use your keyboard as a sort of record player while you're working on your computer or dusting around the house.