connect airport express to my router PACE

That depends on how you want them to work together.

You could connect them by ethernet; if you did, you might want to deactivate the wifi on the DSL modem.

You could have the Express join the DSL modem's wifi network.

Which one -- by wire or wireless?

Do you have the setup booklet that came with the AirPort Express?

Do you have a similar manual for the DSL modem?