Hi hammi,
The internal User drive of the CVP-709 is only about 6.3 MB (megabytes!) in size, i.e. very small. A Style file is around 50 - 100 KB. So you can only save a relatively small number of styles in the User drive. Basically, for models with very little User memory, we recommend using the User drive primarily as a "working bench", i.e. for temporary storage while editing a Style or MIDI file.
By the way: Registration files or Voice files are much smaller than Style files (only a few KB in size). Registration banks or User Voices that are often required can therefore also be saved in the User drive. However, it is best to save everything on the USB stick. So you can (on the computer) create a backup of the USB stick or duplicate the stick very quickly.
P.S.
For "copying and moving files" please refer to the "File Management" section in the CVP-709 Owner's Manual, pages 33 - 35.
Hope this helps!
Best regards,
Chris