OK. AUX IN is perfectly understood, that it is not, what I have meant by my question.
Though, Playing from and Recording to a USB flash drive is possible - it is actually described on p. 74 of the Owner's Manual, and I did such recording many times.
What I ask is what is the use of the volume slider, which controls the volume balance between the Song (MIDI) and Audio? The slider appears on the main screen after pressing the BAL. button twice till BALANCE 2/2 page.