Making a 5v 12v and -12v PSU
According to the manual (it's on their website), pin 4 isn't connected and pin 3 (+12V) isn't used, so you just need the 5V line, which is rated at 200mA. And ground.

It'll probably work fine off any old PSU with the right rating and decent regulation. The simplest approach for a self build would be a linear design of transformer, smoothing capacitors and a 7805 regulator. However, I'm wondering if the 12V is necessary for the DMX signal or something.

Repurposing an old computer PSU might be a very cost effective solution. You'll probably have to add a load resistor or two on the 12V output(s) to ensure stable operation.