Retina Engrave is a controller card, which would be used as an alternative to the DSP. For the electronics, you will have a power supply, motor controller card (stepper drivers) and either a DSP or Retina (or directly drive the motor controller via parallel port). The Retina card or DSP would then be sent information via USB.
As far as setting up the pinouts for the motors, switches and everything, there's wiring diagrams available here on the site in the support documentation. The DSP will also come with the information needed to hook it up. Once you have the electronics in hand, they are usually well marked as to what connects where. It seems like it's a difficult thing until you have the hardware. It's actually pretty simple stuff. There will be other information to set up on the controller software side of things, and this information is also available here as either documents, or configuration files. As far as the DSP, others would be able to answer more specific questions as I do not have one.
The only touchy/hazardous part of the setup of a new machine is dealing with the high voltage side of things. You need to take your time to make sure the wiring is run cleanly, not nicked, and not shorted anywhere, and that it is firmly connected to the tube. And you need to make sure to start the tube firing with the potentiometer turned way down at first to make sure you do not overdrive it (15ma max recommended). You take each part of the system one at a time, and each system is extremely simple.
For software, usually you would use a package like Corel Draw, Inkscape or other software which is capable of outputting VECTOR formatted information. I personally use Autocad r2000 as I'm really good with it and don't need to learn new software just to run the laser. Once you have the vector lines for cutting, and the images for rastering, you export a file that is compatible with your particular hardware.
If there is anybody near you that has a laser system, or if there is a local Tech Shop, hackerspace, school or whatever, I would highly recommend you taking a trip over and looking through a laser system. Take particular note of how each part of the system looks and is set up. You want to see the motor controller, DSP, power supply, laser tube, mirror X/Y drive system, cooling system and exhaust system. Also see if you can check out somebody setting up a demo cut file on a computer and the process to get it from design to laser. On my system, I can simply pop a few doors to see everything. I can also get a demo drawn, transferred and cutting in a matter of a couple minutes (including booting up the controller PC).
40w Full Spectrum Engineering 5th Gen Hobby 20"x12" w/ Rotary Engraver
South San Francisco Bay Area - Sales and Support Representative for Full Spectrum Engineering
408-47-LASER - Skype: whitelightlaser-thomas - Facebook: White Light Laser