This is info for a S3200 but I think you may have the same filter board. Use your manual to translate.
Each Program should have keygroups. In the filter section you should have a cuttoff for the filter. This can be set to be controlled by the modulation controller. Set this to a value , this value will be added or subtracted from the origional filter setting. Use the modulation wheel on your keyboard to open and close it. Or you can set it to an LFO and use the LFO page to set the LFO how you desire.