See if this gets you started:
Here is a link that shows a connection diagram for (I think) the NCStudio screw terminal board.
http://salecnc.com/catalog/w-NC-Studio-5-56Looking at that along with the PDF that you created:
XP/YP/ZP are most likely the step signals for the X/Y/Z axes respectively.
XD/YD/ZD are the direction signals
It looks like they use +5V common, so I would suspect you need to configure these as "low active" in Mach.
From the link above, it looks like the limit switches are wired as switches to ground (or in your system, perhaps NPN-style or PNP-style sensors if they require a +24V supply. Look and see if you can tell if you have mechanical switches or sone sort of proximity sensor. The PMDX-126 manual shows how to wire each type.