We'll start with the basics.
Open collector outputs essentially work the same as a switch. As it's a switch done electronically, the output is polarity sensitive, hence the + and -.
The PNP example given for such output, simply means you are switching the high/positive side, as you would if using a PNP transistor to do the switching.
I'm guessing there is a NPN example as well, which simply means you are switching the low/0V side, as you would if using a NPN transistor.

In terms of drive inputs (Pulse, Dir, and Enable), think of each input + & -, as having a LED/bulb/anything that needs power to light up attached (this is what an opto is!). For it to work, you need to complete that circuit, and makes sure power is getting into that circuit.
As you have access to both the + & - independently for each input, it gives lots of flexibility compared to something such as a Gecko drive, which internally connect all + or - together (whether it's + or - varies between drives). What you have to do, is ensure each input + gets supplied with a suitable voltage, and each input - gets connected to 0V.
Ignoring the fact these inputs can be driven with a full differential signal, that leaves three options. NPN, PNP and OC.
NPN - connect the + to the voltage source, and - to the controller NPN output.
PNP - connect the - to 0V, and the + to a controller PNP output (would typically be called a TTL output, if the controller is providing the voltage).
OC - there are two options for this. Connect voltage source to the controller OC output +, then the controller OC - output to the drive input +, then the drive input - to 0V. This method switches the positive voltage going to the drive, and the alternative is you swap the controller output, and drive input around in the circuit, so you are now switching the negative side of the drive input.

Now in terms of the outputs (aka the Alarm), the same principles apply, just the controller and drive are swapped around in the above examples.
However, you need to decide if you're going to use active on alarm, or inactive on alarm. Using active on alarm, you need to wire all drive alarm signals in parallel, so any single drive faulting will connect the + and -, completing the alarm circuit.
If you use inactive on alarm, everything has to be wired in series, so any single drive faulting will break the alarm circuit.