you need to create the RGB effects you want, and for each effect, select under which profile it will be active by ticking the box or boxes on the upper right here :
https://gyazo.com/df17a78cdcb321b14dfb814306c18976
These are the hardware profiles saved in the device itself.
Then on the Playground, where you create the global profiles (those you have on the profile selector in the taskbar) you can chose what hardware profile is loaded for profile 1, profile 2 etc..
Like on this profile below with two FW360, if i select Global profile 5 on the selector, it will enable the rgb of the first Farbwerk profile 4, and the effect of the second farbwerk profile 2
https://gyazo.com/dea8c50ad3825586f598e4365ffd64ff
the devices have 4 hardware profiles, but you can have as many global profiles as you like, using any permutation of device profiles.
lots of profiles everywhere
but once you start playing with the playground and the little tick boxes shown in the first picture, you get the hang of it.