That's a good point. Will add a tutorial in the next version.
There is no setup to be done. Once the extension is enabled, you simply visit any supported website and the keyword metrics will show up automatically. Just google for a keyword and the keyword data should be seen under the search box. Visit Google Search Console or Analytics, and keyword columns automatically appear inside the table.
If you are having any issues with this, please do email me at support@keywordkeg.com and I'll be happy to figure out why its not working for you.