it would go like this:

in Pattern Mode, trigger Pattern A1 (just a hypothetical pattern)
leave Pattern Mode (so button is unlit)
you should see your samples being triggered, lets say
A9, A10, A11 and A12 are playing a simple drum pattern
as the pattern loops, hold Remain and select A9-12
(all 4 pads should be lit as Remain is held)
you have just selected those pads to be routed through the FX
select an effect and they should respond
ie, the effect on the whole pattern

hope that helps, if i have misunderstood just drop more questions in this thread

its funny that i started this thead of my own and kept adding to this one specifically so i wouldnt be "that guy" who has a new newb thread every week asking the same questions over and over again... and now its kinda turned into the "new to sp404 thread help me thread... its good though im really stoked on how helpful a few of the board members are on here..