Which directions are you following-- i.e., which manual and what page(s) are you looking at?
What do you mean when you say it "plays but it doesn't pick up the GM voices"? What voices is it using?
On page 41 of the Owner's Manual it says "You should also create an appropriate Multi for playback." Have you done that?
Without knowing any more details, and without having any personal experience with the S70 XS, I can offer only three comments that may or may not be helpful:
(1) GM Level 1 doesn't use Bank Select messages, so the voices are selected using just Program Change messages-- except for the drum kit, which is always used on channel 10, and which is the only voice that channel 10 can use. But the S70 XS has many other voices besides the GM voices, so the GM voices need to be selected using Bank Select MSB 0 and LSB 0, and the GM Drum Kit needs to be selected using Bank Select MSB 127 and LSB 0. If you're using a GM-compatible MIDI file then it probably doesn't include any Bank Select messages, in which case you might need to add the appropriate Bank Select MSB and LSB messages for each channel-- including the appropriate Program Change message for channel 10, since the MIDI file might be missing that, too.
(2) Alternatively, it might be possible to bypass the need for adding the Bank Select messages by ensuring that the S70 XS uses its "GM mode" to play the MIDI file. There's a GM SysEx message which turns on the GM mode, but that message might be missing from the MIDI file, in which case you might need to add it-- it's usually at the beginning of the "MTrk" chunk, just after the Meta Event messages that specify the tempo and such.
(3) Alternatively, the Owner's Manual suggests that you can set the power on mode such that the S70 XS starts up with the GM Bank selected. Perhaps that would help.