Q.
How do I go about hooking up external effects to the Xone:62?

A.
You send from the desired channels via the aux sends - out of the impedance balanced TRS jack outputs to your FX unit which could be Mono or Stereo.
The FX unit outputs can then be brought back into the mixer using one of the stereo line inputs, or you could use one or two of the mic/line channels to bring your FX back if the others are full of decks/cd etc. (or so you have the option of the FX into the crossfader or straight to mix).

The advantage of returning the FX to the mixer is that they can be cued and EQ’d etc.

You could return them to the house mixer if you just wanted to use the Xone:62’s post x-fader aux send.
This sends a complete mix to the FX unit and could provide an overall effect but cannot be brought back into the mixer as feedback would occur!