This is how it works. Let me show by example.
I wanted to make circles using my movers. I wanted one mover to move in the opposite direction as the other, or rather an out of phase thing. I generated the effect and saved it. I would call this "making an effect" This effect takes up 6 steps, and therefore it placed into a scene, would require 6 steps.
Now, let's say I wanted to put it into a scene.
First, I'd need to do some basics for the scene, namely, make sure my two movers are at least in the shutter open position. Then I have the option of loading the effect. I forget the exact steps, but it was really easy.
So, I'd do this for my "Movers in Blue" and generate the effect, then make another scene using red and generate the effect on it. Repeat for the other colors on the color wheel.
This isn't as simple as "make an effect using the FX generator", it just requires a bit more steps, but not difficult.
You have to generate your effect every time you want to use it. That's how it works. You load it, generate it(which generates the steps) and then you're good. Save often.
Make sense?