Just read the manual. No, there is no breath controller input. The only mention in the manual about breath control is as one of the controller number options that the assignable wheel can send.
So if a destination module can except breath controller input as one of its MIDI control sources, the assignable wheel on the controller can send it. But this is of little use, as few keyboard modules these days accept the code as a modulation source. And a wheel is a poor substitute for your breath if you are trying to control wind and brass sounds.
If you are sold on wanting to use a breath controller, I think there are a couple of hardware solutions, small processor boxes with a midi in and out and a standard Yamaha breath controller input. You simply insert the box in the midi path between the controller and the module. I haven’t looked it up lately, but a company called Midi Solutions used to make one of these.
In fairness, the Yamaha is quite an old controller, and there are many modern inexpensive options that can do what this can do, plus use USB on computers or modules that can receive it. Unless your budget is supertight, I would take a look at some of these low end modern controllers. I think you will have a lot more options than this Yamaha offers.
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An arranger is just a tool. What matters is what you build with it..!