The controllers are using plain and simple MIDI CC messages. They need to be mapped to the plugin you’d like to use. Some plugins makers have mapping presets, like Arturia, other don’t, like u-he. I have mapping presets on my support page and the manuals, but mapping by hand takes 1 minute. The mapping stays in the plugin memory and you only need to do this once.
Unless you are using the dedicated controller/plugin combo, plugins are currently not sending MIDI out when presets are changed, it’s a 1-way communication and the controller interface does not update when you change presets. Please see question above for 2-way communication compatibility.
If you are not sure how this works you can experiment with any generic MIDI controller you might own and try to map few controls to a plugin. That way you can get a feel of what the experience might be like.