You're almost there. Go to the same system area – MIDI: RCV CTL. Look for the PDL entry as the destination.
Any CC#; no Program Change numbers supported here. If you're sure that the FCB-1010 is already transmitting and the expression pedal(s) are enabled, you can skip the convoluted Behringer programming process.
If you already know the CC#, enter it next to the PDL > cc# entry. Or tap the right footswitch again in this system section to get to the LEARN area, and move your MIDI expression pedal.