Auxiliary output sockets (AUX 1-6) would usually be used for connecting to an FX unit input, with the signal levels sent to the FX unit governed by the AUX SEND pots from each input channel, setting the AUX MASTER at a level that will prevent peak signals from the various channels (sent to the FX unit) from clipping the AUX bus rails.

The output of your FX unit can be then be returned to stereo line input sockets (ST1-4).

For details see the GL2400 User Guide:

AUX OUT 1-6 (p.15),

AUX SENDS (p.17/18),

AUX MASTERS (p.19),

STEREO CHANNEL LINE IN (p.14).

If you require more precise EQ parameter control of FX return signals - and you have sufficient spare channels on the desk, connect to 2 x mono channel inputs:

one from left FX return, one from right FX return, with each of the console's input channels panned hard-left/hard-right (this assumes the FX unit has a stereo return).