Please follow these steps to setup WSJT-X to use DigiLink Nano.
Start WSJT-X and open the settings dialog. In the opened dialog, set both input and output device to USB Audio CODEC (macOS) or to the name you set in the Windows Setup.
That's already it. If you should encounter problems with the input audio level, please have a look at the Windows setup or macOS setup.
Please note that WSJT-X offers a power slider that allows you to adjust the output signal easily on the fly if necessary. This is meant for smaller adjustments necessary because of minor unlinearities of your radio, not to generally set your output level. For best results, DigiLink Nano's output level in the system sound settings and your radio's input sensitivity should be set in a way that the Pwr slider in WSJT-X can be operated in the top 3/4 of the available range.