As explained by JamO, it is important to respect the procedure for a good signal path.
On the other hand, In order not to restrict the use of the Helix by reserving the use of the built-in pedal to switch from dry to synth, it would be better to use an external expression pedal dedicated to this use, as the Helix has 2 additional connections for that.
Provided you look for information to check compatibility, you can find cheap expression pedals working fine with Helix. Even volume pedals can work fine using the right connection.
Finally, look at this post to get an overview of how to connect your equipment:
Helix & Midi Guitar
And do not hesitate to use the search function in this forum, i.e. by typing Helix, you will find more useful informations.