I have an optoport which looks to be the same thing setup wise.

Have you configured any of the output pins? Mach needs to know which pins are are for which axes, they are also all disabled by default when your first install i think. You need to go to Conifg > Pins and Ports and click on the motor tab.

Good reading:
http://www.finelinehair.com/home/Mach3Mill_Setup.pdf

and also the datasheet for the Uniport which tells you which pins are which.
http://www.slidesandballscrews.com/pdf/uniport.pdf

I'm a beginner with Mach myself... I only set it up (still am) about a week ago.

Also, pressing TAB brings up the jog window

Hope that helps,

Dave.