If your Axe FX is connected correctly, on the main screen when you drop down 'Source' and select Axe FX, you will see the presets shown in the drop-down to the right, as I show them at the very beginning of the video.
If it is connected correctly, it sounds like you're only copying a single preset and not the whole bank... In Axe Manage, when you go up to the very top section on the left hand side and expand Axe FX, then select the bank you are copying the presets into, are any of those presets green after the copy? This is where I was showing them turning green one at a time.