I think the video demo is based on older firmware. The windows/displays have changed in the meantime.

You need to tweak the pedal settings in the System page. Press and hold the Outputs / Hold for System button for 2 seconds to get to the System page.

Here's what the manual says about it:

Press the 4-way Nav Up and Down to move between this and page 2.
System Page 1: Pedal and other settings
The Pedal-related settings here are for the wah/voume/tweak pedal built-in to POD X3 Live, and the pedal on some FBV foot controllers that can be used with POD X3 and POD X3 Pro.
Pedal – use this to have the pedal affect either Tone 1, Tone 2 or Both.
Pedal Tone:1 & Pedal Tone:2 – The built-in pedal on a POD X3 Live and some FBV foot controllers is pedal “1” and the optional external pedal you can connect to it is pedal “2”. Here you can select what those pedals control, with these choices:
1-W/off 2-Vol – Pedal 1 controls Wah with the toe switch controlling Wah on/off. • Pedal 2, if present, controls Volume.
1-Twk 2-Vol – Pedal 1 controls whatever is assigned to Tweak in the lower half of the • LCD display. Pedal 2, if present, controls Volume.

1-Wah/Vol 2-Tweak – Pedal 1 controls Wah and Volume with the toe switch toggling • between the two. Pedal 2, if present, controls whatever is assigned to Tweak.
Mstvol (POD X3 Live & POD X3 Pro only) – choose whether the Master Volume knob will control 1/4-Live Outputs only, XLR Direct Outputs only, or both (All Outputs). When playing on stage with a POD X3 Live, you may find it valuable to have the Master Volume affect your 1/4-inch outs only, so you can tweak on-stage levels as needed without altering the levels that you’re sending to the house sound system.
Twk – if you’ve assigned a pedal to control Tweak, this is where you pick the setting that you want to control. The list of available settings is too long to list here—turn the knob and see what you find!