Do you look for the window that opens in Fruity Loops usually with a right-click on a plug-in knob?
You will see MIDI Learn CC... instead. Using Midi Learn to assign a control, you usually right-click or ctrl-click a control in Virtual Instrument to open the MIDI Learn context menu of your DAW.
For third-party plug-ins, you need to go to >Tools >Last tweaked >Create automation clip.
Note: It creates only an automation clip to the last tweaked knob you used the last time.
In FL Studio you can also use instead of ''create automation clip'' the record (automation, score) knob in the menu bar of FL Studio, will help you to record automation live.
Menu Bar FL Studio 20