Hi mate,
Sorry to hear that, you are still having troubles but, 2 things you mentioned that will be important to mention...!
The very first one is that, when the controller is off, the motors should turn very easily, and as you said BUT, if the controller and mill are communication right, as soon as you turn the controller ON, the motors (all of them) should lock and you shouldn't be able to turn the knobs at all, in fact, you can hear the "knock" sound from the motors, when the controller is switched on.
As for the inability to get the axis to move from your computer keyboard, that was exactly what happened to me when, I tried to used my Toshiba laptop with Windows XP, this was what I intended to use with my CNC because I purchased a USB machine however, and after all attempts, I decide to try a old desktop computer I had also with windows XP, and as soon as I did that, the keyboard become alive when the Mach3 software is open on the computer screen, all axis started moving as they should.
I suggest that, you try to find another desktop computer with the old Windows XP installed and try to connect the controller to it. It may be something not right with the desktop computer you are using now, you don't have anything to lose by trying another computer and see what happens.
ANd while talking of computer communication with the CNC controller, I just remembered that, you have to set the Mach3 software to the correct port of your computer and you have to make sure, that port is active.
It seems to me that, the controller and computer are not communicating and that,is all part of the "Ports and Pins" initial settings when the Mach3 software is downloaded into the computer shown on page 28 of the PDF file I sent you, the one that says "CNC-6040-Router-Engraver-System-Installation-Manual - Parallel"
There are also a number of YouTube clips made by the Mach3 team and they do explain well all the steps require, I don't recall with clip mentions this info but, you will be able to find it buy looking on this link,
https://www.youtube.com/results?search_query=mach3+cnc+control+software+tutorialGood luck and Happy New Year..!
George