Yes, there are two ways to accomplish this.
1. Load the version of the operating system containing these sounds. You can always reload the OS to switch to the other bank of sounds, but this takes 20+ minutes. These sounds will be there even after a hard reset.
2. With the other bank of sounds loaded into the operating system ROM, you can go to your Kurzweil CD that came with the PC2 and load the RAM objects. The PC2 simply needs to be turned on in normal play mode and hooked up to your computer via a MIDI cable. Double-click on the .mid file for either the orchestral or GM bank and it will automatically load these into the user bank in about a minute. These sounds stay in the PC2 even when powered off and back on, but will be erased by a hard reset.
So with this method, you can not only have the GM or Orchestral sounds permanently in your PC2 but the other bank loaded into battery-backed semi-permanent RAM as well. It’s up to you which bank is more important to you as to which one to load into ROM.