We may formally express the series in terms of the polylogarithm defined as $\displaystyle\text{Li}_p(z):=\sum_{k=1}^\infty \dfrac{z^k}{k^{p}}$. Since $\sin(kx)=\text{Im}\,(e^{ikx})$, this series is the imaginary part of the summation $\displaystyle\sum_{k=1}^\infty \dfrac{e^{ikx}}{k^{3/2}}$. Therefore we may write $\boxed{f(x)=\text{Im}\,\left[\text{Li}_{3/2}(e^{i x})\right]}$.
However, this formal approach is actually a bit careless: the definition of the polylog cited above only converges for $|z|<1$, which is equivalent to requiring $x$ to have positive imaginary part. I'll see if I can clear up this subtlety.