The configuration you did on the initial Step by Step instructions for Mach3 or Mach4 configured the control software and plugin, you just need to set the max spindle speed.
Keep in mind that you need to configure the VFD to take the control signals through the terminals:
Run the spindle at different speeds and test with a DMM that you are getting a 0-10vdc from the analog output terminals that are proportional to the commanded speed. The Relays should also activate to start the spindle in the commanded direction. This will confirm that your configuration is OK.