Welcome Kevin
There is some "First Steps" documentation available here:
www.sermonspeaker.net/documentation/first-steps.html
1) To publish your sermons, you create a menu item and select the SermonSpeaker sermons list item. This will show a list of sermons from the selected category. In the SermonSpeaker settings you can define if it should show audio or video by default, and you can also allow the user to toggle the player between the two.
2) The easiest way to select Youtube videos is if you enable the Google Picker in the SermonSpeaker options "File Paths" tab. This will allow you to pick your Youtube videos and put the address into the sermon form. Of course you can also just enter the URL of your Youtube video into the video field.
3) Pagination can be enabled in the SermonSpeaker options -> Global tab. It will show as soon as there is more than one page.
For where to get the infos: There is some documentation available, but mainly just ask in the forums like you did