Quick summary.
1. Liquid collection tray. Empty every couple of day onto your favourite veggies.
2. 1st removable tray (tray 2) contains bedding material (initially) and worms. If the bedding material doesn't touch the bottom of the next upper tray (tray 3) when you put that on, use only the one bottom tray and feed into that until its full enough so that when you put the next tray on it 'sits' on the first tray worm castings.
3. Second working tray. The worms need to be able to easily pass from the first tray to the second tray. This is why you need to make sure the first one is full before starting the second tray. Eventually the worms will migrate up to this tray.
4. Don't put another tray on until the last one is full (tray 4). Then stop feeding the worms for a week or so, so that they all move from the bottom tray (2) up into the next tray (3). Then you can remove the bottom tray and put the worm castings into the garden.
It can take a while to fill a tray. Don't over feed, add a bit of lime every few weeks if its a bit yucky, flush with a few liters of water first if needed and put that on your garden. Under most situations you will only have two trays on there at a time; the bed tray and the working tray.