The Axe-Fx never transmits MIDI. You'll need an MFC-101 for that.
If you have an XL+, you'll want to review the MIDI THRU guide:
http://www.fractalaudio.com/downloads/manuals/axe-fx-2/Axe-Fx_II_XL_MIDI_THRU_Guide.pdf
If you have an XL+, you'll want to review the MIDI THRU guide:
http://www.fractalaudio.com/downloads/manuals/axe-fx-2/Axe-Fx_II_XL_MIDI_THRU_Guide.pdf