First, make sure your external device's sound is actually routed to the S/PDIF outputs- some devices don't have the S/PDIF sending any audio by default.

If you simply want to get audio into Pro Tools, hook up the S/PDIF cable, go to Pro Tools, and go to Setups - Hardware - Sync Mode, and change it to SPDIF(RCA). This will change your sample clock to clock to your external device's sample clock (word clock). Note that the external device must be turned on and hooked up for your Digi001 to now get a clock signal. If you remove the external device, you must change the Sync Source back to Internal.