Setting LFO to control filter cut off.. help

Which you do you, an LFO controlling the filter cut-off, or the pitch wheel controlling filter cut-off, or both, or the pitch wheel controlling the depth or speed of the LFO controlling the filter cut-off?

What is it you are trying to achieve?

In the EXS24, you use the mod matrix to specifiy modulations - if you don't know what this is, then read the parts of the manual that cover it.

The ES1 is a bit simpler, you'll probably need to use the mod wheel as the pitch wheel is hard wired. If you really have to use the pitch wheel, then you can use the environment to convert the pitch bend events into controller events which you can route to what you want.

Yes I want the LFO rate to control the filter cut-off

That's a non-sensical phrase. The speed of an LFO doesn't affect anything, it's the LFO that modulates the filter, and the LFO basically two controls, depth and rate.

So, in your plugin of choice, you need to assign the LFO to the filter, increase the depth and speed to taste. Now if you want to control the amount of LFO modulation, you need to scale the LFO depth by your mod wheel (use the modulation wheel for this for now, it's easier).

In the case of the EXS24 for example, you can use the mod matrix, and in one slot set up the source as LFO1, destination as filter, and turn up the depth. Now, select "Mod wheel" as the "via" parameter, so you can scale the LFO depth acording to your mod wheel.

It's basically similar in many instruments - you have a source of modulation (the LFO), and destination (the filter cutoff). Many instruments have some of these settings hard wired. The ES1 has a bunch of options you can select to where the LFO gets routed, including the filter cutoff.