You'd put them where they normally go, between the guitar and the amp/head.
So, in this case, it would be between your guitar and the HeadBone switcher.

Putting guitar effect in between the amp and cab is not possible AFAIK (although I could be mistaken), since the signal has already been amplified and processed in the amp.

AFAIK, the effect has to go either between the guitar and amp, or in the amps FX-loop.
But the FX-loop is no good here, since you'd be dealing with the amps, and thus, would need to have 2x your effects.
Jackson DKMGFFˑˑˑˑˑˑˑˑˑˑRandall RG100SC G2
Washburn DIME 333ˑˑˑˑˑˑˑRandall RH200X / RA412 2x Half-Stacks
Dean From Hell CFH
shouldnt the amp have an effects loop in it for that? Or failing that, between the amp switcher and the amp.
If you want to have effects on both amps, i imagine that its before the switcher

have you read the user manual on the site? Its probably in there