If by 'Expansion Style' you actually mean 'external' styles rather than ones contained within an expansion pack in the form of a 'PPI' or 'PPF' file, then you can select and play them directly from a USB if you like by tabbing to the relevant USB tab when you open the Style Selection screen.
However you can easily copy them to the User drive if you prefer using the same screen.
Once you have navigated to the folder on the USB containing the styles, you can touch 'Copy' and select one, or as many as you like to copy, then tab to the User drive, if necessary navigate to a folder that you want to save them in, and paste them using 'Copy here'.
If you wish, you can use an existing folder on the User drive to copy the styles into, or create a new one. Alternatively you can actually copy & paste the complete original folder itself from the USB to User using the Style Selection screen. This will copy the folder and all the style files in it in one go. Note that if you do this and there are also other types of file in the folder, only the style files will be copied using the Style Selection screen!
As Chris has already pointed out, there are instructions for this process in the section 'Copying or moving files' starting on page 38 of the 'Genos Owner's Manual'
Regards
Ian