Excellent advice so far, I did a lot of head scratching myself as I just bought my 500x last week. I have a prs se 30 amp and I'm using the 4CM(4 cable method) via effects loop on the back of my amp. The first day was a waste, said screw it and tried again the next evening after work and it all came together. As edstar1960 says "read the advanced guide manual" keep re-reading and be patient. When it comes to the wah, be sure and change your Exp settings from 1 to 2 so you can use your volume pedal as wah wah, if you don't change the Exp from 1 to 2 your volume pedal will only be for volume. The expression setting comes assigned to position 1 and you have to manually change it to position 2, at least I had too.
The 500x is reall easy to use once you get past the initial mental barriers, I still have a lot to figure out and learn.