This has been discussed too many times already on the forum, and of course it's clearly indicated on the manual too.
Everything related to jetways operation is entirely unrelated to GSX, the ONLY thing that GSX does, is checking if your parking has a jetway or not, so it will display front stairs (or not) and will remind you (or not) to operate it.
So, if the scenery you use is a proper FSX scenery with animated jetways (like all FSDT, latest Flightbeam and UK2000, for example), they'll continue to operate as they did before, with the CTRL+J hotkey. But if the scenery you used a fixed/static/fake jetways, GSX won't do anything to animate them.