No. You can Save ALL VOICES or ALL data. If you understand how Performances work, they point to Voice locations... so to Save Performances you must save Voices as well.

If you Save an ALL data file, it contains both the Performances and the Voices they point to. This way you can load selected data to reconstruct the Performance.

If you wish to Save individual Voices you can by using the "Yamaha MOXF6/MOXF8 Editor Standalone/VST" - you can store individual Voices to the Cubase Sound Browser... a great way to create and catalog your MOXF sounds... as VST Presets.

Learn how to do that here:
Adding MOXF Voice Libraries as Cubase VST Presets

I am a beginner with the Yamaha MOXF8. I would like to record a harp part (arpeggios) and store it to a buttom which I can push and then play the piano reduction of the orchestra with. How do I do this? Can I do it just with the keyboard or do I need Cubase and a computer to do this?