Everyone knows how to connect a guitar effects pedal – plug the guitar into the pedal and the pedal into the amplifier. That's it, job done.
But that's boring. For one thing, you don't have to plug a guitar in, and you don't have to connect the output to an amplifier. You can use a guitar effects pedal just like you would use any piece of outboard gear.
Take an insert send from your console or mic preamp (or a spare output of your DAW) and feed it to the pedal; bring the output of the pedal back to the insert or auxiliary return.
The only compromise with this is that the input of the pedal is optimized for the nature of the signal that a guitar provides. So expect to have to be careful how much level you send to the pedal, otherwise unpleasant distortion might be the result.
Also, traditionally, effects pedals have not been among the quietest pieces of equipment. But what's wrong with a little bit of texture now and then? And you can always gate it or cut out the noisy 'silences'.
Once you start using your effects pedals like this you will realize that you can use them for all kinds of sound sources. But also you will be able to connect them in more creative ways.
For example, you could route the dry, uneffected signal to the left output and route the effected signal to the right. Hard pan both to maximize the impact of the effect.
This will sound massively different to the pedal on its own. Somehow the ear pays more attention when it has both versions of the sound to consider.
One word of caution however. Some effects pedals invert the phase of the signal, so what comes out is an upside-down, effected version of what went in. In stereo, this might sound fantastic, but if you collapse the mix into mono, you will find that the similarities in the two signals cancel each other out. Some effected sound will be left behind, but it won't sound as you expect it to, to the point where a mono version of your mix will be worthless. And of course mono is important for radio and TV plays.
One last bonus is that there is simply such a great choice of effects pedals available. And since you will now be using them in a way that hardly anyone else is, you are almost guaranteed to get a unique sound.