Perhaps you must install the appropriate serial driver?
Does the machine have home switches?
I do not see any in the pictures of it, but perhaps yours is different.
If it does not have home switches, then you must disable Auto-home, because that depends on having switches installed and operational.
Without home switches, then you must follow the manual homing procedure described in the documentation. Basically, you position the laser to the XY=0 position by hand, then tell the controller where it is. After that, you must always jog the laser using the controls, not push it by hand, to ensure the controller knows where it is.
The documentation covers the process:
The First Project example in the documentation should be helpful:
This site gives a comprehensive overview of everything involved in using a diode laser: