You are trying to apply an audio process to a MIDI event and the software does not work this way.
To add Reverb to a virtual instrument, I would suggest going to Project, Add Track, FX Channel. Load an FX channel with Roomworks, then use the Sends from the Virtual Instrument track (not the MIDI track) to send signal from the Instrument to the Reverb.
The process you are attempting to access is off-line processing for audio. The event would have to be an audio file, then you could apply reverb to it. However, this is not the way most users apply reverb because it can be confusing to go back and adjust it at a later time in your mix, so I’d suggest using an FX Channel there as well. I hope this information is helpufl.