I have found that this control is sometimes a little unresponsive but you should just be able to tap on it to cycle through the available midi connections. Make sure you are selecting the midi out not the midi in, i know it sounds obvious, but i’ve done this before now! Also in Garageband, you need to open the instrument you want to control before it will respond to midi data.
Now all we need is for Garageband to get on the Bus!