DMX shield to a DMX console

Hi everyone,

I would like to manage a huge amount of lights with an arduino. I bought a DMX shield (this one)
The purpose is to dim the light up and down in that way:
Arduino DMX Shield - send test - YouTube.
I plan to use the DMX Simple library.

But...

I wonder if I will have to plug the DMX shield to a DMX console that control the dimmer, or directly to the dimmer.
And, if there is special things to know about the connection to the DMX console or dimmer. Will I juste have to plug the DMX shield and it will work?
Does anyone have experience on it?

I am a beginner (in lighting and arduino)... Could you please enlighten me.

You should be able to get the Arduino talking directly to your dimmer pack via DMX. A console won't be necessary if you can get it working.