GUITAR RIG does not appear in the instruments list since it is not an instrument but an effect. This means it does not generate a signal by itself and no signal can be triggered via MIDI. GUITAR RIG transforms signals coming in through the Input of the audio interface. It can only be used as an insert effect on an stereo audio track when used within a host.
Note for Windows users: If GUITAR RIG does not appear in your sequencer's plug-in list at all, refer to this article.