Follow those instructions to assemble it, but use the windows driver available on the SpokePOV download page (it's actually an identical driver, only difference is that the name will appear as SpokePOV dongle instead of USBtinyISP).
You don't need to assemble or use the 6-pin cable as the SpokePOVs use the 10-pin cable only.
Make sure you're running the SpokePOV software version 1.3 or higher, with USB support for Mac and Windows!
You can Test Port... on the USB dongle but the pictures show the older parallel/serial interfaces. Just pay attention to the box header and ignore that the PCB looks different.