(1) For the step and direction signals, connect the PMDX-424's "COM" terminal to both the PUL- and DIR- terminals. Connect the PMDX-424 "Step" terminal to the DM556 PUL+ and the PMDX-424 "Dir" terminal to the DM556 DIR+.
(2) Leave the ENA+ and ENA- terminals unconnected (the driver is enabled by default).
(3) Make sure the PMDX-424 is configured for "ground" as the step/dir common. Go to the Mach4 "Configure" menu and select "Plugins...". Then click on the "Configure" button for the PMDX-SmartBOB. Click on the "Motor Config" tab and look in the "Step/Dir Common Configuration" section and make sure the "Step/Dir common is ground" is selected.
(4) The documentation for the Leadshine DM556 is implies that you may have to set the step polarity to "Active Low" in the SmartBOB plug-in configuration (on the same screen where you set the "step/dir common" above).
Bob