For a step-by-step ...why not let us know on which sound you are working?

First you would need to assign the Effect Type, there is no Delay or Distortion that simply appears. The Assign 1 and Assign 2 knobs can only be assigned to functions existing within the Part. In other words, there must be an Effect assigned to the Voice that would allow you to control the amount of Distortion and the amount of Delay.

I'll use the Distortion Guitar "Some Hair" as my example, simply because it uses an Insertion Effect called "CompDistDly"... a multi Effect combining a Compressor, an Overdrive Distortion and a Delay.

Call up the GTR Voice "Some Hair"
Press [EDIT]
Use the Up/Down Cursor to select "02:Part" > [ENTER]
Use the Up/Down Cursor to select "07:Voice CTRL Set" > [ENTER]
There are 6 Controller Sets...accessible by the Up/Down Cursor

Select SET 1 > ENTER
Using the Data Dial set the "Source = AS1(16)"

Cursor Down to "Dest" Destination.
Using the Data Dial set the Destination parameter = "INSA:EfOvrDr". Translation: Insertion Effect A, Effect Overdrive

Cursor Down to "Depth"
Set the amount - set it so that when Assign Knob 1 is full up, you are getting the maximum amount of Overdrive you desire. To select Assign 1, press the [KNOB FUNCTION] button to select row 3

This completes the assignment of Overdrive (Distortion) to As1.

Press [EXIT] to return to the entry point of Set 1
Use the Down Cursor to select "Set 2" > ENTER

Use the Up/Down Cursor and Data Dial as necessary and set
"Source = AS2(17)"
"Dest = INSA:EfDlyMx" - Translation: Insertion Effect A, Effect Delay Mix
"Depth = to taste

Thank you so much! I understand now that not every sound has the same effects. Vintage 74 doesn't have a distortion option but Drive EP already has one. I get it now. Thanks for showing me how to change the sets. I just have to study how to save the newly changed sound...

Oscar