Welcome to the forum, Darrell. If not for Vince's mention I would have missed this, as well (thanks, Vince!). Did you get your pump running? That's a nice looking CNC machine!
I'm using an Ethernet SmoothStepper (ESS) and Mach4 but I have the Hitachi VFD programmed to signal a relay which in turn activates the water pump. I have it set to come on 5 seconds after the spindle starts and my thinking on that is if I want to just 'bump' the spindle on, for whatever reason, or run it for a few seconds, then I don't need the pump to run. But if it runs more than 5 seconds then I probably want it to run much longer.
I also have the VFD set to keep the relay engaged for 100 seconds after the spindle shuts down, again figuring that the extra time will help it cool down a bit more if it's necessary. It runs pretty cool anyway, though. Additionally, I have an 'auto', 'off', and 'on' switch on the door and if I need additional cooling I can turn the switch to 'on' and run the pump independent of the VFD for as long as I want.
There's probably a way to run the pump in Mach3/4 but since I have the VFD performing that task I never checked into doing it that way.
David