First you need to make sure that your effect-plugin works correctly in LMMS! Read:
https://lmms.io/wiki/index.php?title=Wo ... t_VST_test
-Do those tests!
If it pass, then you insert the effect on the FX-tab ON the preset you like to be influenced by the effect:
https://lmms.io/wiki/index.php?title=Wo ... Ts_effects
Let us know the outcome :)
Besides that, since you are new in Forum
Welcome Baneewii !
Here are all important links:
http://lmms.io/forum/viewtopic.php?f=1&t=4740
-A few rules and useful forum instructions