Here is a suggestion (and admission of failure on my part).
I just took delivery of one of these eval boards - and fried it almost immediately - likely by my own stupidity :-((.
I connected a +12V power supply to AVdd/Gnd - as suggested. I did meter it first but must have missed the - sign on the display or something.
Now I can only 'assume' that I must have wired this in reverse polarity :-(( - as the power supply blew (its now dead - so I cannot check the polarity as connected) and smoke came up from your U6 (AD7321). This chip now has a nice 'bump' in its case :-O. So - either I reversed it - or it blew, went higher than 12 volts which then took out your board....we'll never know.
Fitting a different power supply (15V this time), and plugging in the USB - it still 'works' as a PC app, but nothing comes out of the IOut (now there's a surprise ;-).
I only raise this to your attention as it might just make sense to reverse protect these supply inputs as they obviously can easily be reversed :-((. A simple diode would do......or at least overvoltage protect and current limit even with a polyfuse or similar to limit damage.
Just a thought.....
NB Just ordered a replacement board - so will take more care next time round.
Question - why the confusion around part numbers ??. I ordered an Eval-AD5422EBZ - but what arrived was a board marked Eval-AD5420/22EBZ. I have had to order an Eval-AD5420EBZ as no-one has any stock of the 5422 board any more. This should be fine for my needs as I simply want the 0-20 mA capability.