Hello and welcome to the forum. The JMD is an awesome amp, yours, I believe came with two different speakers over time. Read the forum here, tons of fantastic information. I have been through just about every post here. As far as the setup you are using goes, I use a similar setup.
First check the board and make sure it works. Then the amp, then cables. Next select a channel on the JMD that you use. Push the Ext/FX button to "on", sould be glowing red LED. Turn the mix knob in the back to the middle position. With nothing plugged in in the back, sweep the knob from wet to dry. It should be silent in wet, loudest in the middle and normal volume in dry. Plug a known good pedal and cable combination in there, repeat the sweep. Wet is all of the effect plus the JMD, in the middle is both equally, Dry is effect off. After that, then read this.....
LINK If you have problems still, the amp needs servicing most likely.
I have used my pedal that I have in so many different combinations with the JMD I think my brain about melted. I don't think the Boss can even come close the quality of amp sims on the JMD. It really is that good. If you do try, I have used what surf said, see above, and then using channel 4, "Natural". With all EQs on 10 the resposne curve is identical to plugging in the back. No discernible difference between the two if the levels are set correctly and you have accesses to all the JMD internal effects as well.
I wish I had access to the four cable method, my pedal just doesn't have the option. I will tell you though, take your time with all of this. It is well worth your time. Search the JMD section for tip, clips, and many other useful items. I am not sure you will find a better group of people on a forum than Surf has here. Thanks again Surf!
BTW, Surf is the man with this amp, search his music on here. He has posted more music with this amp than anybody. I don't recommend using it as he stated either. It is like putting a two barrel carb on a V8. You can do it but why would anyone want to do that?
Post back with your results, I would like to hear about your progress.