There are two ways.

a) You can use any of the DMX Input modules. When you add one to your scene and select ArtNet: Node as Device, Aximmetry Composer automatically becomes an ArtNet node in your LAN, and should appear on your console.

Here you also have to choose a specific Channel within a Net/Subnet/Universe.
The full address also can be determined automatically. Turn on Learn and simply move any controller on any of your consoles.

After that you always get the current channel value on the output pin, and you can control anything with it.

You can also receive 16-bit values occupying two consecutive channels (either Little or Big Endian):

By using DMX Array Input module you can also describe a structure of several input data occupying a number of consecutive channels. Each data can be either 8bit or 16bit:

In this case Channel designates the first channel where the data structure begins.

There is also a helper module for receiving RGB color data with an optional W component. Components can be either 8 or 16bit:

b) Alternatively you can assign a DMX controller directly to any numeric property of any module. Rightclick the header of the desired property and choose Assign DMX:

A controller learn panel appears. 

You just have to move any of the controllers on any of your ArtNet consoles and the assignment is made.

Note that only 8-bit (single-channel) controllers can be used for this kind of assignment.

To see all of your assignments you made in your scene choose File / Properties and DMX Assignments.

Thank you, but my problem is the connection and setup between the lighting console hardware and the software.

Can you describe which point you're stuck at?

Is your light console capable of automatic discovery of ArtNet nodes?
If not, have you specified the correct IP address of the Aximmetry PC on your console?