LAttice Structure creation

There are no tools in NX modeling that I know of that does this on the fly, and if you need some sort of load optimized structure then the solution will have to involve an stl/fea mesh. But if you only need a lattice with a regular pattern i would solve it as follows.

1 - Create the part containing the solid body lattice structure by modeling one cell and then patterning it in X, Y and Z direction, Unite all the pattern solids to one. Make sure that the structure is larger than the model you wish to apply the structure to.
2 - wave Link the lattice structure to the part containing the target geometry you wish to contain the structure. (not strictly necessary, you can model everything in one file, but larger patterns can be slow to update)
3 - Intersect the model and the wave linked lattice structure, make sure to select "keep target".
4 - Shell all faces of the kept target solid to a suitable shell thickness.
5 - unite the trimmed lattice structure and the shelled solid.