That is not a good chip to use with an arduino.
It has four outputs, do you need four?
It has a parallel input, that means that it will take 12 output pins plus one or two others for control lines. A much better interface would be SPI.
The D/A can only output a voltage, if you want to control a current then you have to have a constant load impedance or some sort of current monitoring.
You need to know what current range you need, what voltage range you need and what accuracy you need.
Do you want the supply to be a constant current that you set with the arduino or what?