Please work with your Aruba partner or local sales team.
Both 5406R zl2 and 2930F support the J9281B DAC cable if the 2930F is a model with SFP+ ports (some models only have 1 Gbps normal SFP) and the 5400R has a module with SFP+ slots.
DAC Cable has a transceiver module on each side of the cable that fits in an SFP+ slot, so that is how you connect the switches. The J9281B is a 1-meter cable (appr 3 ft), the J9283B is the 3m/9ft version in case your switches are outside the 1m cable range.