As far as I know, the keyboard can only display a score by extracting the information from a MIDI file. See owners manual "Displaying Music Notation (Score) of the MIDI Song". it can also extract lyrics from a MIDI file. Apart from that, it can also display text files...
If you are thinking lead sheets in the form of a pdf or a graphics file, then you probably need to use an app on a tablet or pc for that . Several apps exist for that purpose. I use MobileSheets myself. But several others exist (Forscore, Songbook+, Onscore ... to name just a couple of them).
They can be configured to automatically load a music score on the tablet/pc, when a registration file is loaded on the PSR SX keyboard. (or vice versa)
Setting up the link between a registration file and an associated score on the tablet/pc, using a yamaha keyboard is easier on some of those apps than on others .... Most of these apps are limited to one operating system.
Hope this helps ...
Rudy