Hi kellyboy1,
which file types are you talking about?
MIDI Song files (.mid) are only shown in the Song Selection display, Style files (e.g. .sty, .prs, .sst) are only shown in the Style Selection display, and Registration Bank files (.rgt) are only shown in the Registration Selection display .
Folders are shown in all File Selection Displays. But if you are in the "wrong" display, the folder in question will appear as "apparently empty".
In principle, this is the case with all Yamaha arranger keyboards, e.g. also with PSR-S and Tyros models.
P.S.
You have to check the file types (file extensions) on your computer. Maybe you have downloaded a folder named "10000 styles midi files" from somewhere, but when you look inside it contains only MIDI files (.mid) but no Style files. In addition, it could be that there are still .zip files in this folder, which of course you have to unzip on the computer before you can use the files on the keyboard.
Best regards,
Chris