[nst7]

It's not going to be in the manual because midi is handled by your DAW (which will be different for each DAW).

In protools, it's been a while since I've tried it, but but you need to create a midi track in Protools, and assign the midi output (up at the top of the track in the mixer view) to GTR (which will show up as a choice because it is midi controllable).

Once you do that, I believe you can right click on the various parameters in GTR (like amp knobs, etc.), then click on "midi learn", and move whatever controller you want to use to control that parameter.