Using UDM

I have just downloaded a trial copy of UDM, and don't have the foggiest idea of how to use it. I have spent some time trying to find the info on the web site and forums, but nothing makes sense. I'm using Expression Web to develop my site. I guess my questions are:

1. How do I design a set of menus?
2. How do I incorporate those menus in to my EW web site?

Thanks
Lois