Quick update - powered up the control box and nothing has sparked or smoked, which is nice.

The steppers seem to have power to then as they are making a slight humming noise and the ballscrews are now solid (i.e. I can't hand turn them). However, I can't seem to get any movement from the jog control or up and down cursor keys in the motor tuning dialogue. Also I have green LEDs lit on the drivers, which I also consider a good sign.

I've probably missed something silly in Mach3 so will watch some more tutorials and see if anything jumps out at me.