You have to do some patching.
Connect an output of the 002 to the input of the effector, and the output of the effector to an input of the 002.
Then you have to set the correct inputs and outputs in Pro Tools - The output of the track that you're effecting has to match the output that's connected to the effector, and the input of the newly recorded track has to match the input that you're using for the effect.