The expression pedal plugins into the back of the ModFactor. Once you've plugged it in, you should hear a difference in your ModFactor presets by just moving the expression pedal back and forth, since all of the presets should be programmed already to respond to an expression pedal.
I'm not sure if I'm understanding you correctly, but there's no way to plug a guitar or other stompbox into the expression pedal. You just connect the expression pedal to the ModFactor or any other stompbox you'd like to use it with.
