The MX models don't have sophisticated onboard voice-editing functions, but you can use the knobs and other controllers to change voice parameters, then save your changes to a Performance. Note that while many of the basic voice parameters can be changed using the predefined functions of the knobs, you can assign a number of additional parameters to the Assign 1 and Assign 2 knobs; see page 52 of the Data List for all of the parameters that can be assigned.
There are two free programs which can be used to edit all of the available Performance parameters. One is the Vycro MX Editor, and the other is the Vycro MX Pro Editor (which used to require a paid license but is now available for free).
There is also a suite of programs from John Melas which are not free, but they will let you edit the voices on the element level. Basically, each preset voice is made up of one or more elements, which are somewhat comparable to the different oscillators of an analog synth, except they’re waveforms which are played by the internal tone generators. As you can imagine, the more elements you combine, the more complex the resulting voice can be.