I don't know the Roland kit, but it should be possible.
Two things to note:
- The MIDI channel of your kit must be the same as the one on the PSR. Normally, this is channel 10.
- The notes that your kit sends must be the same as the PSR expects. So snare on D, base drum on C, hi hat closed on F#, open hi hat on Bb, etc.
If you cannot program your kit which notes to send, you need a MIDI mapper. This translates the (for example) C snare of the Roland kit to a D for the PSR. A DAW on your computer can do this.
If you have set up everything correctly, it should bring some really realistic drum grooves to the styles!