Sure! It is easy, but I will go through it in detailed steps. This might make it seem complicated, but it's really done quickly once you've become familiar with it.
In MMD Director: (1) Click "Add Asset". (2) Click "Link VNAnime clip". (3) If you have made a VNAnime clip already, you can link the target clip here, but I will assume you do not. So, under new clip, give it a name, like "Character Control". Set the Length to the total number of frames of the song/motion. Set At Frame to the frame (of the song/dance motion) you want the clip to start playing on, usually you want 0 here so that it plays in sync with the song/motion. Click OK.
(4) Go into "Keys" for the new clip you just created. Now, in your scene's Workspace, select the item you want to control with the clip, e.g. your character. Then, in MMDD, click the "Add" button to the left of the keyframes in your clip. (5) Give the character/actor/item some name other than "act0", if you want. Click "Add". (6) Now, you have keyframe control over your character. To change the clothing status of the character, click the "+" by the name of the actor in the yellow/brownish menu, to expand the list of properties you control. Then, you will see "Cloth status". Click it, so that it becomes highlighted in red. (7) Now, click on the keyframe interface so that you get to whatever frame you want to make a change. For example, you might want to remove the character's clothes on frame 1000. If so, scroll rightwards until you see the number 1000 above the frames, and click on that number so you "are there" in the timeline. (8) With Cloth status highlighted in red, click the "Register" button. A keyframe, a little square, will be registered on the frame you are at; click on it. This will open up a little window with info (the status, in numbers 0-2 for each piece of clothing). (9) Change one of these numbers. This changes the clothing status of the character on that frame. Again, 0 is clothing on, 1 is clothing half-off, 2 is clothing off. The first number is, if I remember correctly, the Top, the second number the Bottom clothing, the third the Bra, etc. Click "Update" to register the change.
Now, you can click "Back" to go back to the overall MMDD window, and press Play to see the result: it should change the clothing status once it gets to the specified frame. You can add and control several actors with a single clip, control various character properties, lights, cameras, objects, etc., and you can link several clips at once in a single scene. If you are deep in a project, I recommend going into clips' Settings and click "Export", to backup your data, every once in a while.