Here's the datasheet for the N9020A? MXA analyser
It may be the case that the 28V hardware for driving an external noise source is standard equipment. It might therefore be possible to measure noise figure by adding a suitable licence code. Maybe Hardy can advise about this.
The analyser would also need a preamp to cover up to 3.6GHz or an external (homebrew or HP) preamp could be fitted. The noise figure of the internal preamp isn't that great, so I'd recommend making an external preamp, especially for use below about 1GHz.
A noise source would also be needed and this could be homebrew or something like an HP 346A/B. A homebrew noise source would be a lot cheaper but it won't be as stable or as accurate.
The noise figure GUI will probably be similar to that used in other Agilent/Keysight analysers. It's a really nice feature to have on a modern spectrum analyser.?