In a post of this community I read about an unofficial library, but had not detailed steps, so I decided to write this tutorial step by step, with images and code included so that you can connect a Photon to Cayenne. The truth is that this library is still not very worked as Arduino library, but taking certain considerations you can achieve connect smoothly.STEP 1: Add a New Device (Select Arduino)
STEP 2: Look for Particle Library on Particle Cloud Editor
STEP 3: Use the Example, modify auth code, Build and Flash the Code.
STEP 4: Rename the Device
STEP 5: Add New Widget (User Virtual Pin) for control a LED
STEP 6: Update the new Sketch
STEP 7: Try controlling the LED.
Thanks for reading...don't forget to respect this ;)