Stupid program? There is a manual that comes with the program.
FX = effects, as in special effects. In the program, press on the F1 button, Search tab, type FX in the search box, Enter. Read each case.
Samplitude Music Studio, which I presume is what you are talking about since there is no program called "studio 2015" is a sophisticated multitrack recording and editing application for all types of audio material featuring unlimited editing options. Although Magix says that it is easy to use, the very basics are easy but the rest takes a lot of learning.
The Magix music programs in order of complexity and flexibility are:
MusicMaker
Music Studio
Samplitude Music Studio
Samplitude Pro X2 - the professional level.
Each one of these is sophisticated and uses FX. Probably each and every music editing program on the market uses FX (effects), not just Magix, otherwise no one would buy them. Video programs use FX extensively.
If you wish to use Music Studio, then you need to do some reading, ok, a lot of reading. First, make sure that you downloaded and installed everything if you purchased the program on-line. Look under Help, Download instruments and sounds, and download everything that comes up. Then, under Help, Auto update to update to the latest patch. Then in the manual, read the chapters "Introduction" and "Tutorial" and follow along in the program.
There is nothing to "activate" as such for FX. Effects are under the Effects tab and can be used on objects, tracks and the master track. After doing the search in the manual like I suggest, you will see that there are many different kinds of effects, and you have to learn what they do. Just using an Equalizer is applying an effect of Sound FX.
You did not give any information about what you want to do with the program. If you want help from the community, you will have to give us more specific information, but please, lose the attitude. This is not a "stupid" program.
To see how to use the program, watch my tutorial on getting started in MusicMaker. The user interface is somewhat different, but it is the same program as Samplitude Music Studio; it's just that you can do much, much more with the latter.
Edit: It seems that you are already familiar with MusicMaker, so SMS should be easy for you.