The rotary 8-position selector switch is just like a regular latching switch or button, except it can run to up to eight digital input pins on the Feather. We'll only be using four pins and leaving the others disconnected. By reading those pins, our software will know the position of the switch, and hence, which CC bank to use for the knob inputs.
Using similar wiring techniques you just used to connect the potentiometers to the Perma-Proto, you'll now assemble the switch wiring and interconnects. Again, note that the breadboard diagram above is set up to clearly show the connections, but the images differ to make for a neater package. Follow the images in the video slideshow here.
It doesn't matter which four pins of the selector switch you use, just keep them in a contiguous order. The center pin is for ground, which will run with a separate wire to the ground rail on the board as shown, using another right-angle header pin.