In order to use the Utimaco HSM as a PKCS#11 device, you need two files from the product CD. The files needed are cs_pkcs11_R2.cfg and libcs_pkcs11_R2.so.
If you do not already have a PKCS#11 R2 Slot 0 available on the CryptoServer cluster, the quickest way is to follow chapter two of the PKCS#11 Hands On pdf. This document is available in the Utimaco SecurityServer installation, at <install>/Software/Crypto_APIs/PKCS#11_R2/doc/. The hands-on guide describes setting up a Security Officer token and slot PIN in detail. See the provided documentation for details on how to manage the PKCS#11 API if doing so programmatically.
You can use p11tool2 or p11cat (the PKCS#11 CryptoServer Administration Tool) to set up the slot. The below steps use the p11cat tool, and are an extract of the Hands On pdf. The below assumes no error states will be seen.