Remember when I said READ THE MANUAL?
DL it from the bottom of the web page where you bought the editor. If you didn't buy it (demo mode) you won't be able to load the sysex to the FCB.
I know you didn't have time to do that yet, SO....
On the menu bar, click setup/select midi ports. Select the MIDIMAN for both ports. Click OK.
On the upper left side of the FCB image you'll see a round DIN connector icon. Click it. That establishes the connection.