Can I add a Sense connection to this power supply?
No, the remote sense like that on LM317 won't work. The feedback mechanism is different, and it does not support remote sensing on positive output. LM317 will try to keep 1.25V reference voltage between Out and Adj pins. Shorting the output to the point you sugges simply puts R1 and R2 in parallel and only the 100R pot would define output voltage, and it would be pretty low.