if you have two leds (preferably diff colors) , 2 120 ohm resistors, and a rj45 crimp end (or end cable)
connect 2 led together in inverse parallel (long stem to the other short stem, and the short stem to the other long stem.)
on the end of each of the two solder joints, add a 120 ohm resistor then solder the other ends together,
pick one of the resistors, and solder the orange wire from the rj45 cable to one end of a resistor. and solder the white/orange wire the the other end of the same resistor.
you can plug this into the dongle to use as a cheap tester. as the dmx data is sent out of the dongle, you can test by watching the led's light