How can I save my songs individually in the USB from my MOXF. It is giving me an option “save all songs” but is there a way to choose which ones I want to save. Kindly please show me an easy way of doing this.

There’s no option to save individual Songs to a USB drive. Although only “all songs” can be saved, individual ones can be loaded.

Alternatively, an SMF (Standard MIDI File) can be saved for a single Song. However, it won’t include certain MOXF-specific Parameters. The additional MOXF data can be separately saved to computer as a Bulk Dump of the Song’s Mixing, which would than have to be reloaded after the SMF - or the Mixing could be saved to a Template location and recalled.
See http://www.motifator.com/index.php/support/view/mix_templates1