GNBG,
I don't think that second video exists yet.
If you load some of the various wizards and go to 'Operator/Edit Button Script', you can look at many macros that have been done and learn by example. Also, download some of the docs on scripting and the button, led, dro, etc. lists on the Wiki.
If you load the default .set in the editor and make some changes (add buttons, leds, etc.), do a save as, give it a name, and save it in the root Mach3 folder. You can then open that screen set from Mach3 by going to 'View/Load Screens'.
If you make your own screen that uses different backgrounds etc., you will need a folder of jpgs with a name that goes with your screen set which is placed in the Mach3/bitmaps folder. These jpgs are then selected in the screen editor. Or you can just reference the original ones for your new set.
Hope this helps a bit. Keep pluggin' away at it and it will gradually all come together.