It's on your V-amp, not the computer.
See Page 6 of the user manual on how to turn on/off the midi-thru: Enter edit mode (press both arrows), then press the midi button, select 1-16, then press TAP, then exit. Pressing the TAP key sets the MIDI Out connector to MIDI-Thru.
Thanks, I've read the manual so many times and I never noticed that TAP function! I will try it ASAP.
About the midi channel, does it make a difference to the V-amp app which one I choose?