Elektron Musical Instruments

Hello, I got a Sidstation not too long ago, and I'm curious about 
the audio input it has. I read it passes the audio through the sid's 
filters, correct? The manual didn't say too much else. What is the 
proper way to use this? I've tried plugging a sound source into the 
audio in of the sid, but no audio comes out. How is this feature 
used? I also came across some patches containing something in their 
name like "ExtIn" that produce no sound when played. Are these 
related?

Thank a lot.