1) The first thing to do is make sure you load the INS sounds into ram and make a note of the position they have been saved into. This is important as the Audya does not remember the INS sound, but the 'position'. If you are going to use these sounds regularly then you should autoload them
2) best use of INS sounds is to make a Program Sound, from there you can make all kinds of changes to dsp, pitch, octave, assign to keybaord zones, mix the ins sounds with gm sounds and even use two or three ins sounds together.
3) you cannot use programs in the style, just the basic INS sound and you can do that from "style view". See "1" to make sure the INS sound is available to the style each time you turn on the audya.