Without the part number of the device, I suggest the following
The device will probably have 3 wires, blue, black and possibly white. The specifications sheet will tell you which wire is the +ve supply (between 10 and 30v), ground and output.
To test the sensor, connect the supply and earth and put a resistor and LED from the output to earth.
When something triggers the sensor, the LED will light.
Your sensor has a pnp output that switches the supply to the output terminal. This means that the output cannot be connected directly to the Arduino as the voltage will be too high.
The best sensor for Arduino would be npn transistor output. These switch an open collector npn transistor to ground. Simply tie the IO pin high and use the sensor to pull it low.
If this does not answer your question, we need the part number of the sensor to read the specifications.
Weedpharma
Edit after seeing circuit on logging in.
The brown is the positive, blue is ground. It has two outputs, one will be low when triggered while the other will be high. Untriggered will be the opposite.
My comment re connection to Arduino remains as triggered or untriggered the voltage is too high.