In PertMaster "File" menu, choose "Primavera", then "Connection Wizard", then choose the version of P6 you're using. If you have P6 installed on your machine (standalone), choose "Native Connection" and follow the instructions. If you have P6 installed on a server, choose "API". In this case, you should have API package installed already. This case requires the server administrator to confure the connection (as he'll have the answers).
Hope this helps.