To be clear there are two basic ways to program your PIC:
1) to use the 6 pin connection on the PCB for Dongle itself and plug directly into the board with the PIC chip seated in it's final place on the PCB
2) to place the PIC chip itself in the pin-out board provided by j1 board, set the appropriate jumpers (ones labeled "L" if memory serves), and program off the 6 pin connector on the pin-out board
Either works. I reco #1 if you have already placed your PIC into the PCB. Reco #2 if you are building your Dongle and have not placed your PIC in your PCB.
Kurt