Since this alpha has no wizard to help you out, you'll have set up things manually.
When you start Sunrise XP for the first time, you'll be presented with a blank SXL.
- The first thing you'll want to do is edit the default properties for new documents. Select "Edit->Default Properties"
- Change the Image settings to your liking.
- Add a Destination for your handheld.
The simplest way to add new documents is to copy/paste URLs from the clipboard.
Here are some sites to get you going: