Ok, very simple setup there with no BOB and just three drives.The fact that your motors lock is good as it means the drives are getting power from your supply and they must also be enabled
What I would first do is disconnect the parallel cable from the control box and put a voltmeter between pin 3 and a Gnd pin then jog the X axis one way then the next, the voltage should go between 5v and 0v as you jog back and fwd.
If you get that then it means the dir signal is coming out of the computer, repeat on pin 2 and Gnd and see if you get a voltage, it wont be as high as 5v but as long as you see a voltage when you jog and nothing when you stop its fine.
Ater you have done that we can troubleshoot further.
Hood