Sorry, a correction here, you actually need Pointer Down, which is triggered the moment the button is pressed, before being released (that's Pointer Up, when you lift the pressure with the mouse's cursor or your finger on a touchscreen).
Thus you code your FSM so as to keep doing something as long as it's not detecting Pointer Up.
UI Events need neither the Playmaker proxy component on the button nor even Unity native components to send events to a FSM that exists on the button Game Object. The FSM will receive these events naturally.
Just create a FSM on the button and use UI Events > Pointer Down as a Global transition for example.