As far as I can tell, KSDK 1.1 did not include anything with PEx and lwIP. There's the lwIP example, but I looked over the documentation included with the KSDK and the example only shows how to compile and run it.
That said, Antonio, I am in the process of figuring out how to get a project together that gives me simple TCP/IP communication and leverages PEx for all of the other peripherals on the chip. I'll try to remember to post my findings here, should I complete that task.