Yamaha DTXpress/DTXplorer/DTXtreme

Hi all! I was just looking at the dtxpress2 module book and saw that
you can
"TRANSMIT AND RECIEVE MIDI DATA"
"The dtxpress2 's sound generator can be driven by midi song data
(sequence data) transmitted fronm and external midi device. This
song data CAN BE RECORDED along with your performance on the
dtxpress2." Quoted on pg.25 of the manual.

Now does this mean the sequenced track from ...say your cakewalk
system, can be recorded into a song# (along with your performance or
not ) on your module,.... or like anything that makes a sound,
lol , can be recorded via (insert recording device here ).
I am confused... I was under the impression I could add songs to the
dtxpress2 module via midi.
*** I really wish I could delete the songs already on the Dtxpress2
mod, and replace them with the ones I will want. :) ***

Thanks for your time and help! Jaymz... jammin in Canada!