Run DMXDEMO on your calculator by pressing the PRGM button, scrolling to DMXDEMO, and pressing Enter twice. It should turn on power to the Arduino, perform some commands, and turn off power. For a demo of what it should do, see the video below.

If you have any DMX equipment, you can connect it and try the setup out using the program called EOHDEMO.8Xp. Note that if you use 3-pin DMX equipment, you will need a 5-pin to 3-pin adapter.