If you have the ADC card installed then you can connect via ADAT optical - connect from either of the ADAT outs on the 428 ADC to the ADAT IN on the 002. This format supports 8 channels of digital audio at 44.1 or 48KHz on one optical wire. At 88.2 or 96KHz the number of channels it is possible to transmit using one wire halves since the amount of data doubles. The 002 will not recognise ADAT signals at higher than 48KHz so you must choose either 44.1 or 48KHz as your sampling rate. In Pro Tools make sure that the sample frequency and bit depth settings are the same as those on the front of the 428 and ensure the clock source is set to ADAT in.
If you wish to record at a higher sample frequency, or do not have the ADC card installed, then it is best to connect via analogue. Use balanced cables to connect from the 428 outputs to the 002 line inputs and ensure that if using inputs 5-8 on the 002 that the nominal input level switch is set to +4.