This applies to the Bass Station II

1) First, make sure you have updated the firmware of the Bass Station II using Components. 

2) Move the Arp Selection Knob to any setting except PLAY or RECORD

3) Hold the FUNCTION Button and press LATCH. You will be able to toggle between IN and OUT

4) Select IN, which will allow you to trigger the Arp or Sequence from an External Controller

Setting it to Out will mean arpeggiated MIDI is sent out, setting it In will mean incoming MIDI is arpeggiated.