from what i gathered from the manual for the jfx-1 i don't think it's going to work. a digital effect unit is not the same as a synth module. you need something that generates a sound wave all you unit seems capable of doing is adding an effect to an existing wave. the MIDI support shown in the manual is just for simple triggers to switch between presets.
a synthesizer or module will allow to create a customized sound wave where your controller will determine the pitch of the wave. my friend who played synths in our 'band' used one of these (ms2000r)
Vintage Synth Explorer - Korg MS2000
he had the smaller rack mount version. he would use it to create a sound then push it through to a full sized keyboard via MIDI. unfortunately i don't remember the specifics of how things got hooked up. i do remember that there was an issue with assigning 'channels' so that everything was on the same one.