Between the robot and CX itself you only need to connect the XSYS cable and FireWire. You don't have to connect the pendant or front panel to get it running.
And of course connect 230V (Or your country specified voltage) and 24V to your sCobra. You could connect XSYS-cable if you have a frontpanel over. But you can simulate that off in the CX, so you don't need to confirm the High Power and just do it from The monitor.
And maybe jump XUSR to get rid of the Emergency channels. Not safe, but it it's easier to do like that when troubleshooting in a cell.
After all that you should be able to connect your PC through the Ethernet-port into ACE or AdeptWindows and get the robot running through some simple programming.