Try to focus the scope during the daytime on a distant object.
Use Sharpcap (it's free!) and try exposures around 20ms (that's *milli* seconds) in the daytime. You should be able to see images (a distant mountain or tree will initially appear as a vague shadow, but as you move the camera in or out you'll find the focus point).
If you don't (or can't) do it during the day, wait for the moon and focus on that.
For pulse guiding, you need to connect the *mount* via USB to your laptop, and the guide camera, again via USB, to the laptop. You do NOT use the ST-4 cable at all. In PhD2, you select Star Shoot Auto Guider as the camera, and the mount as in this illustration.
However, unless you are in focus or very close to focus (so you can focus perfectly at night) nothing good will happen.