OK, I guess that enough replies came in, so it's time to answer the question: "Did I use the pitch bend wheel on Europa 2?"
The correct answer is "No, I didn't" (and I swear it!).
On this song, like in the other ones where I use a guitar sound, the only modulation I have applied is the aftertouch. On my now gone VA7 I used to route the aftertouch to control the pitch (but just a little, because if the effect is overdone tends to sound grotesque, like happens with too much modulation wheel); on the Tyros, however, I've found that the aftertouch adds by default a little vibrato (like Mike pointed out analyzing the two samples of jazz guitar, with and without vibrato: so the difference was in the aftertouch applied, Mike); it's also possible, like Scott pointed out, that depending on the lenght or strength with which you play the note, the Tyros sounds different, but I cannot confirm this, because haven't had enough time to analyze the keyboard so much in depth. So, I just did with the aftertouch what I deemed necessary to achieve a good sound, at least to my ears.
Other than that, I used two other techniques to emulate the sound of a guitar player: the use of "grace notes" (notes added before or after the one you want to play actually) and a technique that guitar players call "slide" or "slur". Musicians like Wes Montgomery or George Benson use this technique all the time: they play a note and then let the finger "slide down" a semitone. On a keyboard this can achieved only from a black key to a white one; for example, if you want to hit a B, you hit first a Bb and then let the finger "slide" down to the right, landing on the B.

Now, why didn't I use the modulation wheel?
Well, for different reasons: the first one is that if I am playing a song with many chord changes I just don't have the time to do that; this is not the case of a song like "Europa", but -still- if I am concentrated on playing a solo line, having to think of the modulation wheel as well tends to reduce my concentration and my playing tends to sound more mechanic. Moreover, like I said, with the modulation wheel it's very easy to overdo and I did not want to sound like an hawaiian guitar!
Finally, I think that I was able to achieve the desired sound with just the aftertouch and the other techniques mentioned, so I really didn't feel the need to use other devices.
I have used the modulation wheel extensively only once: to record a Deep Purple song called "Smoke on the water" and have to say that it worked great but....I doubt that you will ever see that song on my website!
That's all, folks!