Obviously, there is very big mistake in your circuit compared to what Cytron give.
I bet there is no power at all on the stepper driver, right? But there is power on Arduino board.
The diagram from Cytron showing the power to adapter should be from adapter, not from USB and the stepper driver is taking power from Vin, which is from adapter.
You are supplying power from USB to arduino, there is no power on Vin of Arduino board, how can you power the stepper driver and stepper motor?
That 's why we normally ask for photo of actual hardware, everyone will say they connect exactly the same way, but not in reality