Obligatory disclaimer: connecting a third-party VFD and spindle is not an officially supported mod (especially considering C3D is about to release a spindle & VFD kit of their own now), so consider the following as community knowledge, and proceed carefully to not fry your board.
That said: many have done this (myself included, on my SO3 at the time) and it’s not overly complicated but it does depend on how comfortable you are with a little soldering / connector crimping.
If you don’t have/use a BitRunner, the most convenient solution by far is to use the BitRunner connector and pick-up the PWM and GND there.
The pinout was described in that post (see the 6-pin connector on the left of the picture), and this thread has the connector housing and terminal crimp reference you would want to get
That’s pretty much all there is to it, you then have to make sure your VFD is configured for a 0-5V inputs, or buy a 5V/10V level shifter in case your VFD would only supports a 0-10V analog input for PWM.
Hopefully this gets you going. Double-check everything you are doing, the Shapeoko controller does not like having its 5V shorted to GND, blue smoke would follow.