So you link the PLM to all your devices so that they'll instantly send status updates to the system. All this is asking you to do is pair them in both directions. So you pair the PLM -> device (so Altsteon can control it) and then device -> PLM so that when you flip the switch locally, that gets sent to Altsteon.
You can do this manually with the button presses, or you can use the altsteon_cli to do it. If you're using the recent developer build, there is even a single command that'll do it all. You just add the device, then run the 2 way pairing command. I always have to look it up, let me dig it up and then edit this post.
Edit: And it also appears you can do this via GUI if you like, see below.
plm link_new_device <device>