You should have no problem doing this. MIDI out from the JW50 to the MIDI in on the XP60. Set the MIDI channels of the parts on the XP to correspond to the proper channels on the JW50 (or vice versa, whichever is easier).

You may experience problems with articulation and that sort of thing playing back your sequences using instruments you were not using when you sequenced, e.g., if an attack is slower on the new instrument, or the decay faster, or the sustain longer, or whatever. Lots of variables.

There's a chapter in the XP60 manual about using the XP60 as a sound module, i.e., playing it from an external sequencer.