Did you understand the data sheet? It tells you this:
Active low: Common anode connection
Connect PUL+, DIR+, EN+ to the power supply of the control system. If the power supply is +5V, it can be connected directly, if the power supply is greater than +5V, an external current limiting resistor R must be added to ensure that the driver's internal optocoupler is powered by 8-15mA power. The pulse input signal is connected via CP. The pulse input signal is connected via CP, the direction signal via DIR and the release signal via EN.
Active height: Common cathode connection
PUL, DIR, EN - connect to the mass of the control system; pulse output. The input signal is connected via PUL+, the direction signal via DIR+ and the release signal via EN+. If a current limiting resistor is required, the connection method of the current limiting resistor R is the same as that of the common anode.
As far as the CNC shield put it back in the box, you can connect the Arduino directly to the black box.