As said earlier, you will need a bind plug. With the DX6i, you will need to set up a new model, in heli mode. Once you create the new model, turn off the transmitter in that model position. Install the bind plug into your rx in the batt/bind position. Your Cp ESC should have a built in BEC, so no need to hook up a rx battery.
Once you have the bind plug in the rx, plug in your battery pack, making sure your transmitter is still off. You should see the light on the rx blinking fast. Then, hold the trainer switch on the transmitter, then turn it on (it should read bind on the display). Keep holding the trainer switch until the rx light stops blinking, then release the trainer switch.
You should now be bound to your heli. You will need to go to E-flite's website to find the proper swash settings, unless you know them already.
Good luck.