My best guess is that "Free" on that terminal is another term for "enable".
Try connecting it to ground (but if that doesn't work, connect it to +5 volts - once you figure out what it has to be connected to, you may want to connect it to the enable signal from your breakout board and set Mach3 appropriately for the enable polarity). Or maybe you can get away with leaving it unconnected.
This guess is based on a note in a diagram on page 10 of http://www.motiongroup.com/download/manuals/smd1man.pdf ("abort" input).
Since this is just a guess, I could be completely wrong (and that document could have absolutely no connection whatsoever with your driver).