Hook up your hardware using shielded, twisted-pair XLR cables. Each light should be connected straight-through to the next in a daisy-chain pattern. Once all of the lights are plugged in, set each one's starting DMX address by using the DIP switches on the fixture. The starting address for each light will be the first unused DMX channel. For example, if your first light (set to one) has seven channels, your second light will start at eight.
Test your lights by checking each channel on each fixture using your controller. Each light should be able to tilt, pan and change color or pattern, depending on the light. Make sure that every channel is working as it should.
Set your lights to the first desired position in your lighting sequence, and save it to your controller. How this is done depends on the controller itself, so consult the manual or guide.
Set your lights up in the second stage, and save this as the second step.
Continue setting up your sequence, saving each step in order, until your sequence is complete.