I am using a Vasco Digipass 860 token. How to set it up for my digital identity?

You can get a Digital ID from a Certification Authorities (CA). Your company might also issue a Digital ID internally through the Digital ID Center in conjunction with a CA.

When your company issues a Digital ID to you, they are providing you with a way to identify yourself to other people in the company, to your company's business partners, or to computers in your network.
If you are getting a Digital ID for personal reasons, you should consider who you want to be your CA. When you need to prove your identity, you want a CA that others will trust.