The S terminals are for
REMOTE SENSING and
SHOULD NOT BE CONNECTED, (unless you have a real need, and know how to use them).
The remote sense terminals connect internally in the power supply to the -Ve and +Ve terminals via a resistor.
If you try to draw power (more than 100mw or so) out of these terminals you will fry some parts in the power supply, and it may not work any more, or you may just damage the remote sensing, in which case some smoke comes out once, then the load you had connected to the S terminals won't work.
Read The Friendly (or !%#^#*) Manual. 
Documentation on these power supplies is available if you search for it.
Just hooking up wires to TRYsomething often leads to the smoke getting out, which is hard to get back in.
If you are not sure, never TRY something. ASK and you will usually receive.
A knowledgeable person can probably repair the supply.
The purpose of the remote sensing is to compensate for voltage drop in the power leads supply the load.
In a typical CNC application, their use is not required.
If a terminal is not documented, do not use it, until you find out what it is for.
Most component modules, these days, are generic, and often have undocumented connections.
