let me try this as helpful hints instead of "20 questions" :)
If your EStop switch has "normally closed" contacts, the switch should be wired to PMDX-126 connector J13 terminals labeled "EStop" and "GND". The "Fault" terminal should have nothing connected to it.
If your EStop switch has "normally open" contacts, the switch should be wired to J13 terminals labeled "Fault" and "GND". The "EStop" terminal should have nothing connected to it.
Either way, when the EStop switch is NOT pressed, the red "EStop" LED on the PMDX-126 should be off. When the EStop switch IS pressed, the red "EStop" LED should be on (glowing red).
In Mach, the EStop input should be assigned to port 1 (in Mach3), pin 10, and be configured for "active high". In Mach3 this means the "Low Active" column has a red "X" in it. In Mach4 the column is called "Active Low".
There may be additional configuration stuff in the ESS plug-in configuration. I know nothing about that.