actually pin 2 = x = green when in position
pin 4 = y = red when in position
pin 10 = z = red when in position
pin 15 = E = red when in position
Ummmm.... presuming you are referring to SmartBOB-USB (and Zero3 25-pin parallel port) pin numbers, pin 2 is a motor step or direction OUTPUT from the SmartBOB, as is pin 4. Pins 10 and 15 are indeed an input signals.
According to page 12 of the Zero3 manual that Steve linked to earlier, you should have the following input signal configuration (Configure->Mach, then click on the "Input Signals" tab):
E-Stop input on pin 11
X axis home on pin 13
Y axis home on pin 12
Z axis home on pin 10
But the "Input Signals" tab doesn't mention "axis", only "motor". So there is one more level of mapping that you need, and that is found on the Configure->Mach, then "Axis Mapping" tab. There you will see which motor is mapped to which axis. If you started with the PMDX-Sample profile, Motor0 will be the "X" axis, Motor1 the "y" and Motor2 the "Z" axis. If this matches YOUR configuration then set the input signals as follows:
E-Stop on SmartBOBUSB "Pin11"
Motor 0 Home on SmartBOBUSB "Pin13"
Motor 1 Home on SmartBOBUSB "Pin12"
Motor 2 Home on SmartBOBUSB "Pin10"
Whether you put a red "X" or green check mark in the "Active Low" column depends on your switch configuration. I believe the EStop should be active high (red "X"). If your limit switches are normally closed switches, then the home signals should be active high (red "X"). If your switches are normally open, then make the home inputs active low (green check mark).
Try this configuration and look at the indicators on the Mach4 Machine Diagnostics screen and see if they behave as you expect.
Bob