You have two options to switch the channels on the JP2C. Are you planning on having the RJM switch the channels or the AxeFX?
If you plan on using the AxeFX you need to use the midi block and either assign the midi functions to Scenes/presets so they fire when there is a scene/preset change. Or you can assign PCs/CCs to the Control switches in the AxeFX and have them fire off when the control switches are triggered. (Generally I would avoid using control switches with your rig since you're not using an FC12/FC6)
If you're planning on using the RJM MMGT, you need to assign buttons in the buttons page or use presets to fire off midi from the RJM to switch to the JP2C.
In general, I would recommend firing off the string of CC#s from either the axefx or the RJM to control which channel, and which functions (Boost/EQ/Shred etc) rather than having the JP2C "learn". This way you can keep track of what's being fired off