Troubles sending the preset to FCB1010

[Paco-M]

Hi there,
I'r really love to use my FCB1010 with ableton live 11 and I guess this is the right place.
I tried to follow the steps but I cannot send the preset to the FCB1010: when I click OK the green led doens't go out.
I've never used the FCB1010 so I'm maybe missing something very basic: I connected my Focusrite audio interface (MIDI OUT) with the FCB1010 (MIDI IN) but I'm not sure this is the right way to do it.
Can you help?
Thanks a lot!