Start by reading chapter 16 of the LabVIEW Measurements Manual (Help>Search the LabVIEW Bookshelf). The next step is to verify that system detects your instrument. In MAX (Measurement & Automation Explorer), right click on the GPIB board in the list and select Scan for Instruments. Your signal gen should be detected and the address of the instrument displayed. You'll probably see a message that it did not respond to the *IDN? command. Based on the string you posted, the instrument won't be 488.2 compliant and will not have support for the standard *IDN? command to identify itself.
You can use either VISA or GPIB functions to communicate with an IEEE-488 instrument. I prefer using VISA. There is a shipping example called LabVIEW<->GPIB. In the Characters to Write string control, enter your command "FR1MZ,AP-20DM,FM2.5", change the GPIB address to match what your instrument is set to, set the Write switch to true, and run the VI. The command you posted has a CR/LF at the end. This is a little unusual for a GPIB instrument but not unheard of. If the instrument accepts the command without it, then you're all set. If the instrument doesn't respond, you can change the mode of the GPIB Write on the diagram. Modes 3 and 6 will append CR/LF to the command string. Try mode 3 first. You can also append CR/LF by turning on '\' Display Codes (right click on the string control) and adding a \r\n. The VISA Write doesn't have a mode input but you can set a termination character with a VISA property node. But I think you should first get communication going with the regular GPIB Write/Read. Good luck.