There are two ways to do it:
Use MIDI mapping on the Axe-Fx - you can program it to change to a specific preset and scene for each program change message that's sent by the PBC. This requires setup on the Axe-Fx and very little setup on the PBC.
The other way is to create IA buttons that send the Scene 1, Scene 2, etc. messages, You can group them together so that only one can be selected at a time. Then, you can program which button turns on for each PBC preset, and the button will select the scene on the Axe-Fx.