Unfortunately, the PSR-E models don't support the installation of new voice samples, so the best you can do is use the Function menu to edit the voice parameters and save the customized voices in a Registration.
The Yamaha Musicsoft Downloader will let you transfer song files and style files to the internal memory, or make a backup of the system memory.
If you want to use truly new voices with the keyboard, rather than just modifying the parameters of the existing voices, then your best bet is to connect to a computer or tablet and use the keyboard as a controller to play virtual instruments and soft synths.