Hello.
・Do you want to use "3D Touch Probe edge finder" using the input terminal (No. 4) of "Mach3 USB CNC Interface"?
・I think the red, black, and yellow connection methods of your "Mach3 USB CNC Interface" are correct.
・ After that, if you want to check whether it is working properly or not, click the tab of Diagnotic (Alt 7), and if "Digitize" flashes, it's OK.