Monitoring an effect while previewing a plugin

I have a feeling that this has been asked before. Despite searching for an answer I can understand I am still none the wiser. As a noob with Nuendo it is a steep learning curve so please be patient with me. If you know where the answer has already been posted I would love a link or even what I should be studying in the manual that I have looked at a thousand times. I am not lazy.

It’s a mindset thing I am missing, the lingo, an operational/logic understanding I have missed I am sure.

When I have a channel soloed and then apply an effect to it when I press preview in the effect I cannot hear anything. Take off the solo, press preview in the effect and then I can hear things. Does not make much sense to me.

Just give me the search term I should be looking for in the manual and I will study it anything!