Korean MSX users developed several tools to type Korean on non-Korean MSXs. One of them, "Korean I/O System" is available here.
1. Sign up and log in Naver. English site is available.
2. Go to the page and download the rom and .bin version. Here's my instruction about where to get them.
3. Run the rom, or rename the .bin file and BLOAD "*", R
4. Execute SCREEN 9
5. Push Kana/CODE to enter the Korean character entry mode. For the Korean keyboard mapping, see the Korean MSX keyboard.
Actually , SCREEN 9 is not requisite. After 3, you can activate Korean entry by CALL HANON then with kana/CODE. CALL HANOFF returns MSX to 1 byte syllable entry mode.
There are also manual files near the data links and they are fairly understandable by Google translation. edit: Video