yes, I'm pretty certain this is possible but I don't know Nuendo. You need to read the manual on if and where it will enable MTC for external midi devices (master or Slave) and how to set the Korg to slave and work together with your DAW. You need to be sure you have the midi configured correctly for both the Korg and the DAW and be sure to avoid a midi loop. You should be able to sync the Korg and at the same time record it into the DAW. That is when it really gets fun!
Is this what you are asking?