Mach3 is a CNC software program that works with Windows and provides for controlling all movements and associated
commands to the axes via a parallel port (pp) to motor drives. The drives provide for actual movement of the motors.
Now if one doesn't have a pp, then an external controller must be used and there are number of them avialable that provide a plug-in to software so the drives behave correctly. Not all external controllers are alike, in that, some features are not available. The plug-in is written by the manufacturer.
Now a lap top is not recommeded, but, if used, and many use them with an external device to provide the pulsing to the motors. So the external device must comunicate with Mach correctly.
So you bought an external device and it doesn't work correctly for all you want to do.
Make sure you have read the instructions, have it properly connected, Mach configured correctly.
Ask the VENDOR for how to make it work for what you want to do, what it can or can't do, etc.
I know nothing about the USB device you bought.
Sorry, I can't help........
RICH