use the datasheet of your display and connect each column cathod pin to each "dig" pin of the MAX7219. (row 1 -> "dig 0", row 2 -> "dig 1"etc)
after that connect each row anode pin to each segment pin of the max7219 (row 1 -> seg a, row 2 -> seg 2" etc.
find the right current set resistor, connect the IC to your platform and it's done
column display pin MAX7219 pin
1 13 2
2 3 11
3 4 6
4 10 7
5 6 3
6 11 10
7 15 5
8 16 8
row display pin MAX7219 pin
1 9 14
2 14 16
3 8 20
4 12 23
5 1 21
6 7 15
7 2 17
8 5 22
pixel forward current is 20mA but you must think of the total power dissipation and a protective value if the scan duty cycle is too slow during programming tests. A 10mA is more conservative value for test. so Rset must be a 62K resistor. (after if all works fine and the duty cycle is set you can decrease the Rset value to increase the led current. the maximum allowed current is 500ma divided by number of pixels (8 units) and duty cycle. You can decrease the value to 15K I think).
Don't forgot to use a 100nF and at least 10uF caps near the power supply pins (19 and 9) of the maxim IC as a local current tank.
connect the CLOCK, DIN and LOAD pins to your arduino platform. best if connected to the SPI bus (SPI UART is faster than bit twidling)
DOUT can be left unconnected if no daisy chain is used.
I've done a google search after that and i've foiund this:http://www.gammon.com.au/forum/?id=11516
but be careful if you want to use an allready made library you must be sure of the right wiring order.