You need to plug in both the GC and the dummy usb interface into separate usb ports in your computer. The GC contains a security code to enable Aerofly5. Please plug in both the GC and radio before starting Aerofly5.
You should disable the trainer mode. Although the DX7 radio is DSM (not PCM or PPM), the signal from the trainer port is tapped before any modulation is applied and is PPM compatible, and therefore works with AF5. There is nothing to set in the radio, but an AF5 JR stereo-to-mono adapter cable is required. Leave the DX7 switched off before plugging in the adapter cable. The radio will automatically switch on when the adapter cable is plugged into the radio. The radio will not work with AF5 if it is manually switched on before inserting the adapter cable.
Please refer to the attached diagram on the usb cable connections.