You would wire the contact closure to an input on the module and set it to control a prescribed group.
The module has an address wheel that will determine the start address. i.e The module addressed to "1" would have 0101--0108 as switch inputs.
You will need to create a group and assign it to be controlled by the switch input.
When you are at "Switch" "Type", "Group", press group and enter the group you have created.