There are two ways to do that-- Pitch Bend or Portamento.
Pitch Bend lets you slide the pitch of a note up or down. You're still holding down the same note, so playing "normal" notes afterward is tricky since you'd need to release the current note as well as let the Pitch Bend wheel slap back into its default position. Also, it affects the entire keyboard (or channel), not just a single note. But Pitch Bend can be one way of achieving a note-sliding effect, and on some keyboards might be the only option available.
Portamento lets you slide one note up or down from the previous note. It isn't available on all keyboards, but it's on the DGX-670. The amount of time it takes for the sliding effect to complete can be adjusted, so you can set it for a quick slide or a slow slide. The Portamento effect is normally restricted to the monophonic mode, and in particular it requires that you play two notes in the legato style, meaning you play one note and then play a second note before the first note has been released, causing the second note to start at the same pitch as the first note and then slide up or down to its actual pitch.
There are actually two types of Portamento-- the one described above, and another type that works in polyphonic mode. However, I don't think this second type can be used "live," except as part of a style, MIDI song, or perhaps controlled by received MIDI messages, because the way it works is that a particular Channel Control (CC) message is sent to the keyboard (or played back as part of a style or MIDI song) to set the "starting pitch" of a slide, then the next Note On event will play a note whose pitch starts out at the note specified by the CC message and slides up or down to the note soecified by the Note On event. Often the amount of time for the sliding effect is hard-programmed into the specific voice being used, so it doesn't always work with all voices, and despite the fact that it works in polyphonic mode it nevertheless cannot be used to slide multiple notes (chords) up or down at the same time.