You may need to study a bit. But, essentially:
1) make sure the first 'factor is set to MIDI OUTPUT = THRU. You will not be able to use its MIDI outputs.
2) depending on your controller and how you plan to use it, you will probably need to set MIDI RCV CH to different values for each 'factor. This allows you controller to send different things to each pedal (if it can and you want to).
Also, look at the videos accessible from the support pages for useful info. My guess is that other users can offer help as well, since this is a common issue.