Sikhism is a religion, not a race, so a person of any ethnicity could be a Sikh. It's not common, since Sikhs don't actively try to convert others, but it happens (
more often in the 21st century than before). And people who convert to Sikhism would change their names, with men taking the surname Singh and women taking the surname Kaur.
How Marla recognized him as a Sikh without the turban, beard, and
kirpan is highly suspect. However, there's enough evidence in the episode to suggest that Marla knew, or suspected, that he was Khan Noonien Singh from the start, and kept that knowledge to herself because of her personal fascination with the man. Maybe saying that he was probably a Sikh, in the absence of visual evidence, was a slip-up on her part, a hint that she knew more about his identity than she admitted.