You will have to enable the correct setting within the menu before hand though.
To do this follow this menu routine on the main controller:
Power on then press MENU / AUX / MODE / KNOB: This makes the Thumbwheel THE controller on the AUX port.
Once you have made the setting you will be able to turn the main Controller off and use the Thumb wheel independently.
If you would like the Thumbwheel to control another class of motor then you can change this by selecting another AXIS in the AUX branch of MAIN MENU.