No. The SPD-SX and SPD-SX Special Edition (SE) do not have a Hihat Control input, so controlling the open/closed sound of hihat instruments using an external pedal is not possible.
To simulate this effect, assign an open HH sound and a closed HH sound to separate pads, then assign both pads to the same Mute Group. Playing each pad will simulate the open/close effect.
For setup details, refer to "Selecting the Wave Played by a Pad (MAIN)" in the SPD-SX Owner's Manual.