Please allow me more time to investigate about this.
Hi Michal, I was able to confirm the support for SSE 4.1 and 4.2.
Please check the section 10.1, page 108 of the datasheet you linked above.
Thank you for pointing this out. It's clear now that N2930 supports the SSE. I guess it would also be a good idea to update the specs on ARK | Your Source for Intel® Product Information. Topic can be closed now.