Hi Yosep.
I have yet to test te capabilities of a control logix for modbus, as far personal experience I have only used compact to connect to modbus networks, on your question "how to connect?, using sample code or prosoft?" that depends whether you want to spend some money or not, if money is not an issue i'd say go for prosoft, but if you are trying some shortcuts on budget and want to go for coding (much harderd to configure a troubleshoot, but i guess its more like a personal challenge ^^) you can use the sample code on the rockwell automation sample code library (I have used it and works just fine, but took me about 2 weeks to get it to properly work), BUT it will consume a lot of controller memory (my proyect only has 12 connections, it requires 500kbytes for the connection program only), hope I was of some help.
good luck.