Yup.
Learn the basics of analog synthesis and guitar effects, find a sound on your keyboard that's somewhat similar to the sound you're trying to make, and apply your newfound knowledge of synthesis to adjust the sound so it's close enough to your target sound (checking your keyboard manual when necessary to understand how its synthesis module differs from a basic synthesizer and what effect choices you have).
In short, there's no easy way to learn to make specific sounds, other than just going ahead and doing it, and other than a basic tutorial on effects and on synthesis and understanding your own keyboard, no one can tell you, in general, how to make sounds in any more detail than I've just done for you. If you're asking how to make any one specific sound, people might know here, or you could google around for it.