There is really no setting up the Countryman beyond plugging your instrument in and sending it to your board or interface or an amp. There are no real effects as it is merely a direct input box. I have had no need for the manual.
I would say that beyond using a top of the line preamp as a DI, this is the best DI box I have used. It really doesn't color the sound and just serves as a clean and clear DI box. I use it mostly for bass guitar and keyboard, but is also great for guitars if you are looking to record a clean tone and then add effects later.
I've had mine for about a year but I had been using them in studios for a few years. The price is very reasonable for a top of the line DI box. You never know when a DI box will come in handy and it is great to have a good option for going direct if you don't want to use your on-board instrument inputs on your interface and if you don't have any external preamps. I looked into some Whirlwind and Radial direct boxes but I decided to go with the Countryman because I had used it before and was comfortable with it; it was also a bit cheaper than some of the higher end Radial models. Overall, this is a great DI box for your buck.