With only one wire per input the circuit is incomplete, so no current can flow... so no go.
Connect a wire to join up PUL- and DIR-, i.e. the negative terminals, and connect those to one or more of the ground pins on the parallel port. If it's not marked pin 25 (among others) is ground.

If you still get nothing then check the voltage between PUL+ and PUL- (then DIR+/-) and it should be 4-5V ideally when active.