OK, I've sussed it. This is probably obvious to MIDI fans out there, but you need to make connections between the MIDI ins and outs. Yeah, that's how basic my question was. I know that Zynthian has its own MIDI auto connector, e.g. for USB, but it doesn't auto connect the
joy2midi devices. I'll look into understanding why or maybe @jofemodo has an idea.
Anyway, in the end, I used
qjackctl to connect my
joy2midi out to whatever the synth engine I wanted to use in. See the image below. Now I can play "air drums" using the accelerometers in my
wiimotes! Fun! The kids absolutely love this.