Set the dip switches on your lights to the proper channel. Each DMX light will have a set of numbered switches on them. These small white switches will range in number from 1 from up to 256, depending on your particular light. For the first light, push the switch under the "1" marking to the "On" position. This will set this light to be controlled by slider number 1 on the DMX controller.
Set the second light's dip switch. If you want this light to work simultaneously with the first light, set the switch under the "1" marking to "On" just as the first light. If you want to control it independently from the first light, then set the switch under the "2" marking to "On." This will set the light to be controlled by slider number 2 on the DMX controller.
Connect a DMX cable to the back of the DMX 512 controller. Insert it into the port marked "DMX Out" on the back. Connect the other end to the first DMX light. The light will have a port marked "DMX In" to connect this end of the cable.
Connect a second DMX cable to this first light. Use the port marked "DMX Out" to connect this cable. Run the cable to the second light to chain them together. Connect this end to the "DMX In" port of the second light. You should now have a cable from DMX controller to the first light, and a cable connecting the two lights as well.
Test the lighting control. Power on the DMX 512 control board. Push the slider for channel 1 all the way up to 100-percent intensity. If your lights are set to be controlled simultaneously, this should power both lights on. If not, then it should only power light 1 on. If your lights are set up for separate control, press the slider for channel 2 all the way up to 100-percent intensity to power light 2 on.
Repeat the dip switch settings and DMX cable connections for as many lights as you would like to add.