On Orchid, you can save your own sounds as User Sounds. If you've been experimenting with FX or performance settings and want to save what you've found, press and hold the Sound encoder and select Save as a User Sound. This might be a particular delay sound, phaser amount, or filter cutoff.
Now when you turn the Sound encoder, you'll see the User Sounds that you've saved appear in the list after the onboard Sounds.