Hold down Track Sel, and choose one of the unused tracks. While keeping Track Sel down, turn the fou soft knob (above "Dest") until you get the MIDI1 CC#, MIDI2 CC#, or USB CC# sections. Note that the manual's appendix is wrong on the CC destinations. The destinations are CC numbers and not channels, as shown in the manual.
Then you can set values for each step in the usual way.