The best way to learn about fill ins is to listen to them. They are what you get if you depress a Main button while some other Main section is playing. Try holding the main button down to hear the fillin.
Main A is indeed the pattern that you get after depressing Main A.
I do not know why you are not getting several sections in StyleMaker. All you must do is depress the buttons for the sections you want to create. I suggest starting off with just a few until you have some practice in making styles. Main A, Intro A, Ending A and Filling A should be the minimum.
After selecting sections, go to the sequencer and listen to the music and decide what measures you want for Main A, Main B, Intro A etc and, by dragging or using a Marker View screen, reposition the beginning and ending markers (e.g. >MainA and <MainA) to these points.
While listening, make a written note of the channels that you want to use for the 8 available PSR parts (Bass, Chord1, etc). Bass, Rhythm and Pad are easy; Chord 1 and 2 should be parts that have chords (guitar or piano tracks are typical), and the key of the music.
Save the midi by depressing Save in the sequencer and exit. In StyleMaker, depress AutoCasmSet and correct any of the channel assignments that it makes. If necessary, ConvertNotes to make the tracks correspond to Yamahas chord and tone rules and save the style.
If this basic procedure still gives you styles with only Main A, please send(firstname.lastname@example.org
) me a copy of the midi you are working with, your marker locations and the problem style and I will attempt to see what is going wrong.