To adjust the White Balance in a NEF, just open the Camera Adjustments subsection under the Develop Section at the top of the Edit List on the right side of your screen (Unless you've changed the layout or are using a different workspace. If so go to Window | Workspaces | Edit).
There you will see "New WB" with 2 drop-downs under it. The top once changes the White Balance to one of several presets or custom ones that you have made, the other provides some fine tuning options for individual presets, and under that are some sliders for further fine tuning.
You can also use the very first drop-down in that list to change from Set Color Temperature to Set Gray Point, of your prefer to set your white balance that way.
If you shoot jpg, the white balance is baked into the image and not directly adjustable in CNX. The entire Camera Adjustments sub-section of the Develop Section is not displayed in CNX when editing a jpg. (Also notice that in the Quick Fix sub section, you cannot adjust Exposure Compensation, either.)
You can still make adjustments using the Light and Color controls under the Adjust menu to find a more pleasing tone. Some of the filters may help , especially if you have Color Efex Pro for CNX.
You've just discovered one advantage of shooting raw and editing a NEF.