So I'm trying to get this straight... there is a difference between "expression pedals" and "footswitches".
Expression pedals can send many values while footswitches are only on/off.
The footswitch inputs on the back of the APC40 (FS1 and FS2) will not accept an expression pedal, only footswitches. They are designed primarily for controlling hands-free recording functions.
To get a pedal with which I could control a filter cutoff in Live, I would need an expression pedal (not a footswitch). Incidentally, I can't find any USB expression pedals with my Google searches.... so I would have to get something like the Behringer FCB1010 and a USB-MIDI interface, to be able to control my filters with a footpedal.
Expression pedals also have 1/4" connections on them that connect to keyboards with appropriate inputs.... So I could buy an expression pedal, connect that 1/4" jack to a MIDI keyboard keyboard that has a 1/4" expression pedal input (like the Akai MPK25) and then connect that to my computer with USB (no MIDI interface needed).
It's tough being a lone newb... but rewarding when it all comes together