Connect a pair of the 002 outputs to the inputs of the compounder and then connect the outputs of the compounder into two of the 002 inputs.
It is always best to use balanced connectors to minimize cable interference so use balanced TRS jacks connected from the 002 outputs to the XLR inputs of the Compounder and connect the +4dBu XLR outputs of the compounder to the inputs of the 002. If using any of inputs 5-8 on the 002 make sure the nominal input level switches are set to +4.
Now in Pro Tools you can route all of the tracks you want processed by the Compounder to the outputs feeding it, then make two new mono tracks (or one stereo) for the inputs from the Compounder and route these to the monitor outputs. This will allow you to record and monitor tracks that have been processed by the Compounder.