I must have been verry sleepy yesterday evening because it works now!
But for the others how to connect the DFRobot to the ARduino:
This is my innitialization string:
U8GLIB_ST7920_128X64 u8g(9, 8, 3, U8G_PIN_NONE); // SPI Com: SCK = en = 9, MOSI = rw = 8, CS = di = 3
And this is how I connected it:
Arduino pin = function = DFRobot pin
Pin 9 = SCK = e
Pin 8 = MOSI = rw
Pin 3 = CS = rs