Not much to set up - add your devices, setup activities and see how it works. Make sure each activity turns on the proper devices and selects the right input, then focus on the button mappings for each activity. You want to stay in activity mode and only use Device mode once in a while or for troubleshooting. Map frequently used commands to the activity button.

If a device seems to miss commands sometimes (power or input commands especially) try increasing the inter-device delay. Otherwise the default settings are usually correct.