If I understand you correctly,
I think you want the instrument definition file.
So from your DAW you can assign the patch number/name which resides in your PSR.
For example, I've downloaded (from this
http://www.jososoft.dk/yamaha/ins_files.htm) "PSR640v200.ins" file.
Then I put this file in my Cakewalk folder.
Then in Cakewalk, I put the output midi device to USB-midi,
then I open the "Instrument" definition option,
then I import that PSR640v200.ins file.
The Yamaha PSR640 then will show in the list of the available instrument.
Then I assign all USB midi channels output to YAMAHA PSR640 :

.
Next in Cakewalk's track properties ---> Browse Patch :
I can choose any sound which resides in my PSR640.

.
This if I'm not mistaken to get what you mean.
Thank you.