I think they don't do that because it can greatly vary on what hardware you use. They however have some information provided on their wiki on how to get started with DMX, maybe you can look in to that.
This is great, but what I desperately need is a 101-level video on how to set up my ENTTEC dmx pro so it talks to my lights and laptop so I can get started. Is there anything like that available? The "light patch editor" info on the Figure 53 page is a lot of very confusing paragraphs....