Hi, you don't have to have the stepper plugged in to see the driver working, the LEDs are connected to each output.
So, if they light up in a pulsing run then the stepper is being driven.
The code I supplied is already set up to 2 to 5, all you hand to do was move the wires n your project to pins 2 to 5.
If you changed my code to 8 to 11 and moved the wires to 2 to 5 then it won't work.
Tom..... 
PS, In your pictures I see one LED lit, is that all that happens?
You can do a basic test on the driver, take all the four control wires out of the arduino, then connect each one to the 5V pin on the arduino, that is you connect each input of the driver board to 5V, as you connect each to 5V the corresponding LED on the driver PCB should light up.