Hello Tolbert, welcome in this forum
It is strange, normally you just have to connect the midi output of the MG2 box to the midi input of a plugin box and it works.
For the audio part you have to open the MG2 window to set the gain and master gain levels.
For the midi part, you do not even need to open the MG2 window because there are no settings to be made (except to modify the midi velocity settings if necessary).
As for the midi monitor, it is normal that thereare no data in the GP Global Midi Monitor window because MG2 is not a midi device, but when playing guitar notes you should see the corresponding midi data either in the MG2 Midi Monitor window or in the window of an external Midi Monitor plugin connected to the MG2 plugin midi output as seen on this screeshot.