Sunday Keys is fairly simple to set up- even without the Sunday Keys Resource Page, so here are some blogs and videos to check out that will help you find out everything you need to know to get started.
All you need to do is download the MainStage 3 sound library by choosing MainStage 3 > Sound Library > Download All Available Sounds
You will connect your hardware and assign it in the same way you would any other hardware in MainStage 3, and then you should be set to start playing.
We also have videos that demonstrate features of Sunday Keys on YouTube- and you can find those over on our blog.
You can find more videos too, on the blog- but those should help to get you familiar with Sunday Keys.
While in the Edit mode, you can also click on any button or fader in the Sunday Keys four sections (orange, green, blue, and purple area) and see notes about what that fader or button does in the inspector area.