XDJ-RX Setting Memory Cues

I believe so, yes. I have mine linked to Rekordbox and do it that way. Doing it to the USB and importing back into the collection though... not 100% that works though. 

Just find the drop/start/point, and tap CUE, then hit memory, done. Can't assign colours or add comments that I know of.

Pulse added this to my similar question:
https://forums.pioneerdj.com/hc/en-us/community/posts/205967123-Importing-ratings-mem-cue-and-hot-cue-points-from-exported-USB-back-to-collection-

I really hope you can. A local store has one on display. I'll drop in and test it out when I get the chance.