http://www.cddj.com/ppdj/products/efx500/efx500.pdfpage 18.
I don't know what you're trying to do, but the few things you could do are covered in those two diagrams in the manual.
The two quotes in the manual cover what's possible -
"SYNCHRONIZING AN EXTERNAL SEQUENCER USING AUDIO SIGNALS"
An external sequencer can be synchronized with rhythms generated by a CD player or other unit. (EFX MIDI Out to MPC's MIDI In, EFX needs an audio source plugged into it's Audio In to do it's thing)
"SYNCHRONIZING BEAT EFFECT TO AN EXTERNAL SEQUENCER"
The EFX-500 beat effect can be synchronized with the rhythms generated by an external sequencer. (MPC MIDI + Audio Outs to EFX MIDI + Audio Inputs)