I'd suggest doing a search here for threads on polar alignment guys. Not many people here both too much with the polar scope. I used mine a handful of times to prove I could do it, but ultimately you need to drift align (or use a webcam) to get it good enough for astrophotography.
For routine visual use, good enough to be able to get a decent successful alignment, you really just need to make sure the mount is level and pointing true south (level and compass allowing for magnetic error at your location). Again, you'll find a number of different tricks here people have used to achieve this (digital inclinometers, wooden templates, marking the tripod legs on the ground once alignment achieved).
For HEQ5Pro where you'll be using GOTO almost every time, I don't think many people bother doing the "setting circles" thing.
PS - the manual is very ordinary and cryptic in the alignment section - I can relate totally! Definitely don't need to be beating yourself up for not following it!
