No, The Audiobox is an interface, you would need to have outboard efx to do that, besides, what if you don't like the EFX? Or you get a new plugin you like... but you have recorded it WITH another effect...The EFX are drag and drop, so you should know that it ALWAYS best to get the very BEST source material, and add the EQ and efx later.
As said, if you REALLY need to have efx when you play, have an amp with all the goodies hooked up as a monitor device. That way you can add efx, and EQ and if you don't like them you can easily UNDO, and be back to ground zero.