No it won't show up in the scene unless it was part of how you had the switches on before you selected new scene. To get to the EFx Gen. You need to just simply click on the area just above the fader to get to the EFX Gen.
In the above picture the area that is circled Red. that is the area that you left click on to activate the EFX gen. I should also have a video on this too.
http://www.youtube.com/watch?v=CalrO6z_Ne0Any questions let me know.
Sincerely,