Before sending your Control rig to MotionBuilder, make sure that you have set your Maya project and saved the scene you want to use in MotionBuilder to the currently set project.
Sending a new scene to MotionBuilder
MotionBuilder starts and opens the objects sent from Maya. Maya and MotionBuilder are now connected as indicated in both application status bars.
You can also click Update in the MotionBuilder status bar to send the scene back to Maya.
You can make changes to the objects in a scene and/or add new ones, then update the other application by selecting them and clicking the Update button.