hi, first of all welcome to RO!

there are several ways how to connect them to a mixing desk,
to start off what type of mixer do you use?

does it have buses. if yes how much? does it have insert points?
how many aux?

a very basic connection could be that you route the effects (digitech through the aux ways (send / the amount of signal going into the effects / return / the amount (of effect) you send back to the signal) and the compressor into the insert points of the channel(s) you whant to compress... e.g. drum tracks

but that's just one way of many... depending on your mixer specs and what you want to do...

please try to specifiy your whole setup and what you want to achieve...

You would be wise to go to a local music store or search the net to buy a basic recording book that will teach you many, many things in addition to how to interface a compressor and effects unit.

nice touch, that saves me writing :D

Cables are the best way I know.