Hi Kevin,
AZ Controller presets do not come with plug-ins mappings. You need to "ACT learn" plug-ins you want (eventually use AZ ACT Fix utility, to backup/fix/clear/create mappings).
Usual procedure apply, as described in Cakewalk documentation. Important to set your controller (the preset) into ACT mode. You should see the mode on AZ Display (not the same as ACT tab in AZ Controller GUI, see the first post in this thread).
In short, once you switch controller to ACT mode, press "A L" button in plug-in window, move parameters in plug-in with mouse, turn/move/press corresponding controls on device (in the same sequence), press "A L" button again, confirm assignment in appeared dialog, done.
PS. Note that such way produce different result from MIDI learn inside plug-in. ACT is used to control parameters throw automations, MIDI does that throw the track MIDI input. In case of software instruments, MIDI learn sometimes is preferred way for recording performance (simper to edit in PRV to sync with modified notes). I do not think this preset supports switching controls into MIDI mode, so you will need to switch on the hardware side (so controls are sending events not defined in the preset). That is just for info, not to confuse you