Are you using ArtNet Output ?
First check your DMX output settings in preferences. If using a USB-DMX device, just select it. If using ArtNet, select the network adapter to use.
Then you need to create a DMX fixture (2nd tab on the left - Manage MadLight), then press the top "+" button, it will patch a single pixel (Fixture Library item "Generic - Pixel RGB"). You have to create a fixture definition for your device. If you can tell me what the DMX patching of the device is I can create a fixture for you.