John,

if you follow this link you can download the PX-5S tutorial. At page 9 it says that you can connect two kinds of pedals: one to damper a sound and another that acts more like a switch; both pedals can be configured to activate different functions, depending on how you program them.
Some piano purists over at Keyboard Corner have complained that the PX-5S lacks the half-pedaling function that other digital pianos have, but apparently there is a workaround: you just have to buy a different kind of pedal from the one that Casio includes in the case.
Rest assured that, even with the small pedal that comes with piano, you can sustain (or damper) a sound at will.