Hi could anyone help me understand which pins connect to which on these to boards thanks.
First, you'll need to connect a power source to VIN and GND of the Lily.Then, connect Lily's 5V to NeoPixel's VCC and GND to GND.
Finally, connect one of Lily's pins PX to NeoPixel's IN. I'm not sure if any pin will work, but that's easily tested.
Upload your code to the Lily and you should good to go.
