Connect SA2 and SB1 together, that is GND. the other two don't really matter, any way you fancy.
Do you imply that I must use one of these four schemes?
UP <---> SA1
MID <---> SA2, SB1
DOWN <---> SB2
UP <---> SB2
MID <---> SA2, SB1
DOWN <---> SA1
UP <---> SA2
MID <---> SA1, SB2
DOWN <---> SB1
UP <---> SB1
MID <---> SA1, SB2
DOWN <---> SA2
A dotted pin from one winding must be connected to the non-dotted pin from the other one; they will together be connected to GND. The other pins will be connected to UP and DOWN interchangeably. Is this correct?