You need a 5V supply.
The handwheel interface on the CNC controller has 0V and +5V available, if you are not bothered about isolating the motor drivers from the controller.
Whether you use that or another PSU, connect PSU 0V to motor controller 0V/Common, PSU 5V to the +5V of the CNC controller motor interface connector and connect the step & direction signals straight through.
They may need pull-down resistors, eg. 4k7 or 1K on each step or direction line to 0V.