When you find yourself with new pedals or a new multi-effect, you will first have to learn how to use this new equipment and acquire the automatisms to stop thinking about technique so as not to lose inspiration. You know that can not work out of the box.
It is the same for MG2 as well as for your rig, whether hardware or software.
Moreover, even if MG2 converts the guitar notes to MIDI, wanting to play any other instrument on a guitar neck requires a “transcription” of the playing skill with the specific instrument, i.e. no glissando for a piano or it will sounds like a guitar with a weird sound, one note at a time with monophonic instruments, and so on.
If you still want to try to play with MG2, read this post which will steer you in the right direction and do not hesitate to look for answers to your questions in this forum.
Believe me, today I am having a gas playing live with MG2, but after having spent significant time in tweaking MG2 and even more in the way to make my guitar sounds like the instruments I want to imitate.