So from what I can read from the manuals, provide a +5V supply to Pin 9, with 0V to Pin 7 (the VFD +10V to the Gecko is actually a voltage-supply input... that it uses to derive an analogue output onto pin 8). Connect Pin 8 to the White input, and the 0V (Pin 7) connected to Yellow.

Monitor the voltage Pin 8 with respect to Pin 7 (VFD Output wrt VFD Ground) and verify that pin 8 responds 0-5V for different G-Code demands for spindle speed. If not, at this point I'd be looking at the Mach3 set-up for the Gecko.