The SPD-SX does not have a Hihat Control input for a Hihat control pedal, so it's not possible to control the open/closed sound of Hihat instruments using an external pedal.
To mimic this functionality, assign an open HH sound to one pad, and a closed HH sound to another, and then assign those two pads to the same Mute Group number. You can then play on each pad to create the open/close effect. Here are helpful links for assigning sounds and setting up the Mute Groups;
Assigning Sounds (Waves) to The Pads