The SX2 is basically a susbset of the FX2. It is the SIE only, and can interface with any processor.
The SX2 responds to the standard USB request from/to the host and does much of the USB housekeeping in the EZ-USB core. It is responsible for sending and receiving data over the USB. SX2 delivers full and high speed USB throughput. The documentation included in the SX2 Design Kits provide more information. Cypress also supples a host application that "talks" to the EZUSB FX Design Kit. It is included in the SX2 DK's as an example external master to the SX2 slave FIFO interface.