Create devices first. Get all of your devices in there. Make sure you know which ones have discrete commands.
Then create activitues. Make sure you are then on the activities screen.

Create (for example) a "Satellite" Activity for watching satellite TV.
It turns on the TV, turns on the AV receiver, wakes up the satellite receiver.
At that point you want to see if the TV is booted up and ready to receive commands. Same with AV receiver. The satellite receiver wakes up pretty fast here. I had to build in a delay to wait for the TV to boot up. The receiver was rady before the TV so after a specified delay, I send the commands to put the AV receiver on the correct source input. Then I needed another short delay before the TV was ready to accept commands for input.

If you use an AV receiver and want all volume controlled by it, remember to set the punch through.

The first time you create a setup, plan on tweaking it. Tweaking it will be easy once you get through an initial setup and see how it all comes together. Also, save your file often and change the file name (file_01, file_02, file_03, etc) so if you screw up royally, you go back to the previous file and try again.

You'll get there.