How do you set up a pair of Pearl LED WH fixtures so that the first fixture has the DMX address assigned to it, and the LED fixture that is 'downstream' is a slave to the first one?

You cant do dmx then master/slave. either has to be master then slave or both DMX.
Sincerely,

OK, so is it OK if I give them both the same address so they act the same?

Yes. If you set the two fixtures up the same, and then also assign them to the same DMX channels, then they will behave the same.

NOTE: If you go into a sound active or random mode(assuming the DMX spec includes this feature), then the lights will behave independently while in that mode. Once you take them out of that mode, they'll behave together again.

You might want to use an intelligent DMX controller with individual fixture button control. It will allow you to activate both fixtures at a time.This way, you can access the internal sound activation mode through the DMX channel value and have them behave the same.

That's not true at all.

Yes, you can throw them both into sound active mode, and they'll both behave in sound active mode, but they won't be doing the exact same thing at the exact same time. When you go "sound active" in DMX, they both respond to their own internal mics.

Don't confuse DMX Sound active mode with stand-along (with master/slave) sound active mode, in which case they WILL do the same thing because they are configured as a master and a slave and then chained together.

Also, don't forget, don't mix "master/slave" modes and DMX on the same cable run. It won't work.