Recording MIDI voices

I have a Yamaha MU-80 Tone generator. It contains the standard MIDI voices + xg and some preset proform voices.
I am trying to record a particular voice to PT LE MIDI track, and, of course, it is only recording the MIDI data. If the MU-80 is not on when playing the recorded tracks, it defaults to a paino voice.
Not having much experience with MIDI I am looking for some guidence on how to imbed the voiced that I want into PT LE so it will playback what I have recorded without the MU-80 turned on.
Is this possible, or am I stuck with whatever the default is in PT? 😕