Modwheel Bus:
Source: LFO triangle or squarewave
Destination: Pitch
Shaping: ON → use Modwheel to introduce modulation
Amount: something more then zero. Try amount 20 (LCD value)
Pedal Bus:
PGM → Use the Edit menu 2.3 PGM Pedal Source setting “Filter Env”
Destination: LFO
Shaping: ON → n need to connect a pedal at all
Amount: try 100 (LCD value)
Filter Envelope:
set AMOUNT TO FILTER to zero (center position) to hear the effect without a filter masking the sound