If the song and its data in the MIDI file are in the key of E, for example, then you will need to tell the tool the key, E.
There is a myth that all style files need to be in the key of CMaj7 -- more accurately, the scale defined by CMaj7. In truth, we have wide flexibility as to root note ("C") and chord type ("Maj7").
I recommend reading about "NTR" and "NTT" in the Reference Manual. Also, the "Style Creation Course" on Jørgen's site is very informative and helpful:
http://www.jososoft.dk/yamaha/docs_specs.htmAll the best -- pj