Hi @AkshatAgarwal, welcome to the forum 
PX4 is an autopilot flight stack (software), that can run on an autopilot board. We (Blue Robotics) develop and support ArduSub, which is a separate and unrelated autopilot software tailored to underwater vehicles, that can run on some of the same autopilot boards (like the Pixhawk 1 and the Pixhawk 4). If you’re wanting to use the PX4 firmware then we won’t be able to help you - you’ll need to ask your question on the PX4 forum.
If you’re wanting to use ArduSub then you’ll need to install it. Generally the first set of MAIN outputs are used for thrusters, and if they’re configured as thruster outputs they won’t be usable as general PWM outputs (make sure you have the correct frame selected for your vehicle). You can use QGroundControl to set the Lights output channel (1-8 for MAIN, 9+ for AUX) that you have your Lumen signal wire connected to, and from there you should be able to control it using a calibrated joystick