Can I use System Exclusive to control a plug-in?

The MIDI System Exclusive can't be used for an automatic MIDI Learn because there is no standard in its format. Except the begin and ending bytes of a sysex string (F0 and F7), all the data in between is variable and there's no way to interpret and understand its content without knowing the specifications from the manufacturer. There's a reason why nobody uses Sysex for the communication between devices from different manufacturers.

Some instruments use Sysex for those controls that are not intended to be used for controlling external units but should be recorded and played back by a MIDI recorder that receives Sysex.