If you can play anything with the keyboard then it's working.  To link a parameter right click it and select 'link to controller' then move the slider or knob on the controller.  FL should detect the movement and link it automatically. The mod wheel is the same way but it can be set permanently, but I don't remember how 

If that doesn't work then check the midi activity light in FL when you move a slider to see if

I have to create a midi track and assign it somehow 

Not in FL.  Just right click a parameter and select 'link to controller'  There are no midi tracks in FL like other apps have.

You don't need to use a midi out channel to assign your mod wheel or sliders. That is what you want to do right? 

For example,  to link a slider (on your controller) to a channel volume: right click on the channel volume knob, select link to controller, then move the slider on your controller. It should link automatically and the link will be saved in the project so every time you open the project the controls will be linked.  You can do the same for the mod wheel, knobs, and buttons/ pads and with any parameter in FL or on a VST. 


FL responds to midi in omni mode,  meaning all channels at once. There is no need to use a midi out to control anything,  unless you have a multitimbral synth that uses a different channel for each module. You don't need to send midi out from FL to your MPK49 either (in midi options) I'm not sure if it will cause any trouble.

OK, sorry    For VST there are 2 ways: move the parameter (mod wheel on the plugin), go to wrapper options menu and select last tweaked parameter then 'link to controller' in the menu.  You can also use the browser, current project/automation and browse the folder for the plugin and parameter and link to controller. Sometimes the last tweaked parameter method doesn't work    All of FL's controls have 'link to controller' in the right click menu.

You have to move a parameter first for last tweaked parameter to show.