I think you can ignore the CTRL/ND pin unless you want to change the default configuration.
Connect power (+5V) to VDDHI, ground to VSS, antenna to CX and see if OUT changes when you touch the antenna.
You will need a pull-up resistor on OUT. If you connect it to an Arduino input you can turn on the internal pull-up by setting the input pin to HIGH:
pinMode(2, INPUT); // OUT from sensor
digitalWrite(2, HIGH); // Turn on the pull-up