There is a missunderstanding here, as CasparCG does not send the files to the switcher over Ethernet or USB. Instead it plays them out. So the black window is the screen consumer (it should say that in the titlebar) that shows the output of the server. That is, what you get, with the standard casparcg.config file in your servers path. It’s an XML file and you can easy edit it using an editor like Notepad++. The server frontend is depeciated in the current versions and will (probably) return in a later build.
So to get the output of CasparCG to your ATEM Switcher you need a video card, preferable a Decklink Duo 2 or similar. Decklink and BlueFish cards are supported. For the config see this tread. After configuring it you connect the BNC’s to your ATEM and set it up as downstream keyer (DSK) there.