yep
sometimes they say it requires tapping the scroll lock key on the computer keyboard to start it but mine has always just been on.
I start mach3, turn on the controller and it's working. i use just it like a power feed to make parts all the time but if they are very big holding the button for a long time gets old and i go to the mdi line for things like flycutting and facing. you will love it. remember in mach3's mgp screen for the step setting you can type the setting you want so you can set it to take for example .025 and use step to move z down for the next pass and switch back to continous feed to make the cut and repeat the process without entering code.
did you get the manual with yours i have been trying to get the manual for the pendent with no luck. I'd like to set one of the buttons to switch between step and continous modes. i probably just need to read up on keyboard emulators.
steve