It is not possible to change the player's sprites. You can change however, change the colors:
In KSManager, you can set a
Shirt color and a
Skin color.
Unfortunately, that's all the customization you get on Juni.
You can't even change her hair color, let alone give her a new sprite. >_>
Oh, and since everyone has this problem, I use my PSYCHIC POWAH
TM to predict that Knytt Stories Manager crashes when you try to open it. And in response, I recommend you move the Knytt Stories folder to C:\, because long folder names are what make it crash.