Take the DMX connector cable and plug it into the port on the rear of your DMX light labeled "DMX In."
Plug the remaining end of the cable into one of the ports on the DMX controller marked "DMX Out." With this configuration the power runs from the controller to the light.
Locate the white switches on the rear of the light marked "DMX-Address." From here you can program the light to the controller so that each light you connect to the controller can be operated independently.
Choose an order for the switches and press them down. This will program that specific order to the controller. Therefore you will know which light is which from the controller.