I've tried doing what the manual says, pressing page on the middle effect and turning 1 of the right effect. This does nothing.

Any ideas?
The screen tells you the parameter associated with each knob. You aren't providing enough information to get advise. What is the middle effect? What is the parameter associated with "1", assuming that's knob #1?
I've not got the manual to hand atm but it says something along the lines of:

To change the settings of the expression pedal press 'page' on the middle effect and turn the 1st knob on the right effect. That's not working for me.

All I'm getting currently is it working as a volume pedal, how can I change what effect it is controlling?
Yeah, I took a look at the manual and it's confusing. I have a G3 with the original firmware and it doesn't work like that. When you press page on the middle effect does it put the exp pedal configuration on the right screen?

If so then you won't hear any change in the tone until you work the pedal. Also it depends on the effect assigned to it and if it's turned on.