MIDI Device for External FX

I have created a MIDI device for my external FX box, that has the names of all FX patches along with their MIDI program change number. However when I assign that MIDI Device to the External FX in the Audio Connections > External FX window, I don’t see my list of patches anywhere in Cubase.
How exactly do I setup Cubase so I can see the list of patches I have entered for my FX box ?