Hi Jose,
Any device you are calibrating in Calibration Executive should show up in MAX (Measurement and Automation Explorer) which should have an icon on your desktop when you install Calibration Executive. In the configuration window on the left look under Devices and Interfaces>>Traditional (or Legacy) DAQ. You should see your 5102. If it doesn't (I'm assuming you're using Windows here) check if it shows up in the Windows Device Manager, accessed by going to Control Panel>>System>>Hardware>>Device Manager. If it doesn't show there, then let me know. Oftentimes going through those above steps will bring up either a Windows or NI troubleshooter that you can use.
Once you have the 5102 located you can use the following document to calibrate it:
http://www.ni.com/pdf/manuals/371338a.pdf
Additionally, you can find all the connections to be made to the 4060 in the following document:
http://www.ni.com/pdf/manuals/371337a.pdf
Hope this helps!
Brian Spears