The FireBox does not have any Send and Return connections like you would find with a conventional mixer. The FireBox is ultimately a computer interface. It solely provides input and output channels to your computer.
You can always connect your instruments through signal or FX processors and then in to the FireBox. This is called “in line processing."
You can also connect signal and FX processors after the FireBox and then back into the FireBox so you can process previously recorded material. This is called "post processing”