Since you can now communicate with your HSM, you should create a slot with a cryptographic user before connecting to Ascertia ADSS. You can use p11tool2 or PKCS#11 CryptoServer Administration to do so. See the provided documentation for details on how to manage the PKCS#11 API.
Ascertia ADSS is unable to make use of the HSM if no token is initialized! Therefore, you will not be able to connect to the HSM, without initializing at least one token.