There is no guide for v-engrave that I'm aware of but all the help you need is here, just ask specific questions and remember to attach a cb file that is causing problems.
Unless you are using a 3D or Lathe machining operation, the "finishing" and "roughing" parameter is for information only, it does nothing other than inform the user.
Every piece of material I cut starts with setting Z height, also following a tool change, it's a habit you need to get into.
If you look on ebay for example and search for "cnc zero" those are the very cheap zero setters but I use one without problems.
If you then search for "cnc height" you will get something more sophisticated.