Hi Jean,
a normal performance save (without using page 3 of the save or load options) saves a single song in the sequencer with the other 9 song positions empty.
You can use the page 3 save option to save songs singly, which you can then load to any of the 10 song positions in the sequencer, thus enabling 10 existing songs to be loaded in one sequencer file, without having to play them in from scratch.
So first save singly, then load to a specific song position. If you have just used presets there is no problem, if you use composers etc this needs to be planned in advance to have all the other areas of the panel with the correct information for each song ie put patterns in the custom, arrange sound edits sequentially in the sound memory as youuse them etc.