I have played this a few times, though not with multiple players. I made a few edits to the module so I could play multiple hands myself (so my wife and I could play on one computer).
First off, when you start a new game, the module has a tendency to make the chat panel full height and you can’t see the board. If that’s happening to you, drag up the handle near the bottom of the window and you should be able to see the blue background and board, wound and bystander stacks, etc.
Now open the “Start here” window. Right click on the player decks you want and send them to the players’ draw piles. Now right-click each of the face-down piles and shuffle them. Then you can drag cards off each pile to randomly select your setup (i.e. mastermind, scheme, villain groups, heroes). Don’t worry about populating the board here though, except for the scheme - right click your scheme card and send it to the table.
Once you’ve chosen your setup, you go through the other windows one by one doing basically the same thing - open the window, find the pile or piles you want, right-click on those piles and send them to their location. I find it easiest to go through this in the order of the “S” button menu - masterminds, villains, henchmen, heroes, and finally ‘other cards’. For the scheme twists, you probably want to choose “draw multiple” rather than send directly to the villain deck - enter the number you want and click ok, then drag the pile to the table manually - you almost never want all 11 twists.
Now you should have player decks, the hero and villain decks, and the mastermind and scheme on the table. Don’t forget to shuffle these piles. Now each player draws their cards - open your player window (numbered 1 through 5 in the toolbar), and click the “draw card” buttons to fill your hand. When your draw pile runs out, you have to send your discard pile back to your draw pile and shuffle as two steps, the draw card buttons just won’t do anything.
There’s a button to advance villains through the city, but it’s a bit buggy - it doesn’t always move bystanders, and it doesn’t ignore gaps in the city, so be aware of that. Sometimes you need to move a card to the bottom of a deck - in that case, you drag the card to the deck and press the down arrow key.
Hopefully this helps you get started.