Pinout on warthog controller Shapeoko 5 pro

You only need PWM and ground from the SO5 controller(green and black wire). If you want to use a optocoupler you can power it from the VFD’s 10V supply. In the case of woodworm, he is only using two transistors, four resistors and a potentiometer it looks like(no optocoupler). He is also getting power from the VFD’s 10V supply.

pull ups for what? In your picture you can just connect the red wire to ground in the VFD and the black wire to your voltage input pin. Most VFD’s have their input pins optocoupled already, you might want to check your manual or reach out to the manufacturer.