I think you must download some soundfonts (SF2) and load those...
From the kX project page:
kX Mixer provides the ability to load SoundFonts for MIDI Synth playback.
Load SoundFonts by clicking the Upload icon on the SoundFont page. This will open a browse dialog; select a SoundFont file to upload (extension .SF2).
Currently loaded SoundFonts are listed in the upper pane. Selecting a listed SoundFont will cause SoundFont information to be displayed in the lower pane, including Name, Engine, Copyright, Engineer and Statistics.
Memory Usage is displayed in the Memory Usage Bar at the bottom of the SoundFont page.
To unload a SoundFont, select it in the upper pane, then click on the Unload icon.
The kX driver supports the loading of SoundFont 2.0 and 2.1 files only (as well as sfArk v2.0 or higher); the SoundFont 1.0 format (.SBK) is not supported. Note that there is currently no support for SF2.1 Modulator properties.
There is also an option of saving and loading SoundFont collection