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You can do that with a LFO in controller-racki miss the possibility to route ENV/LFO to pitch
The control you link to the rack, it the PITCH dial on the Instrument-tab. Almost all instruments has this dial:
You can read about how to use a controller in rack, here:
https://lmms.io/wiki/index.php?title=Controller_Rack
Perhaps my LMMS rookie-guide can interest you? Link in signature.