I do have a Kronos. I know how to add basic effects, it's just that I haven't experienced with synth programming.
I bought a Kronos so I would have the infinite opportunities, such as an envelope effects
And it's okay, I wasn't offended, it's pretty understandable that you asked this question.
No dramas - wasn't sure if you were asking the question as a prospective buyer or an owner.
Well, sadly I DON'T own a Kronos but hopefully I can point you in the right direction anyway.
So, when you say you want "envelope wah filter" do you mean an automatic wah-wah effect, to prevent you from having to use an effects loop and a pedal?
If so, I would start on page 45 and 46 of your owner manual. This is a pretty simple introduction to the concept of LFO's. With a bit of playing around, you can use the LFO to control various parameters and create a "wah" effect.
The best way to learn about this kind of synthesis is to work through the manual and play around with your keyboard a lot, finding out what each change you make does to the character of the sound. Over time you'll start to get more comfortable.
Another way to learn is to jump on to Youtube. There are any number of synthesis tutorials on there.
A third way to get comfortable with the synthesis possibilities of your 'board is to modify existing sounds you like. Pick one that sounds close to what you want, and then play with the synth settings, noting what impact they have on the sound. It will also help you understand how these sounds were built in the first place.