Michaela, Did you get a copy of "The Blue Book" (SX-KN6000 Reference Guide) when you got your keyboard? All the data for MIDI implementation is printed in there. Having looked at it, it certainly seems that SYSEX is implemented - I would have been surprised if it wasn't!
If you didn't get a copy, let me know and I'll scan the pages and email to you.
After silence, that which comes nearest to expressing the inexpressible is Music.