As Don said, do this:
0) Plug in all of the DSMX satellite receivers (x2 usually) into your radio receiver (e.g. AR9030), they all need to be connected to the radio receiver you are going to bind to.
1) Plug the bind plug into your radio receiver (e.g. an AR9030), power up your RX and your RC Transceiver and hold the bind plug down on the RC Remote Transceiver (I use Spektrum Black). You will hear the usual binding message.
1.1) Remove bind plugs and reboot RC Transceiver and Remote, confirm Red led on and bound.
2) Pixhawk v2 - disconnect one of the DSMX satellite receivers from the Radio RX and connect directly to the DSMX port. Use QGroundcontrol and it will find the radio, configure RC and flight mode as documented online in PX4 Wiring guide.
3) Pixhawk 4/5 - make a DSMX connector cable adapter to the DMUX port. You'll find Pixhawk 2.1 and later uses Click-mate while earlier uses DF13. See here for details: https://www.lambdrive.com/depot/Robotics/Controller/PixhawkFamily/Connector/index.html
4) The wiring for DSMX is found here:
One thing you may want to consider, is the newer AR7700 Spektrum receiver. It has enough alt channels and you still have Pass-through on any of the Pixhawks. The nice thing about this receiver is that it does native SBUS/PPM output and you can connect directly (along with RC RSSI) to ANY of the Pixhawk flight controllers. It is also cheaper and since you don't need all of those RC channels for most multicopters, its the better way to go. My only qualm is that it doesn't have the RX diversity receivers like an AR9030. But then again, if you mount below your airframe I haven't seen an issue even at close to 1/4 mile. You can find this one at Amazon, here:
Enjoy and let me know how it goes, I've done at least a 1/2 dozen of these already and can help you if you get stuck.