I have an Eheim 2215 that I too had a little trouble setting up; as you said, the instructions are very vague. There is a hose that attaches to the bottom of the filter (attach it to the rigid elbow tube) and that is a short tube with a valve on it. The valve is closed when you do filter maintenance, so you don't have to take the entire thing off the tank. After the valve, the hose continues up into your tank for INTAKE (this filter draws water in from the bottom and the outflow comes out of the top). A similar hose attaches to the top and passes through the valve system, then to the spray bar. The spray bar required some modification on my part, because of the angle that the flexible tube has to be positioned to get it over the rim of the tank. The only advice I can give you is that once you set it up, it won't require maintenance much more than every 3 months or so. When you do take it apart, make certain that you remove all of the water from the OUTFLOW tube up to the spraybar, and reattach the intake tube to the filter first, allowing it to fill and forcing the air within the canister out of the top. If there is water in the outflow tube (trapped there by the valve system) then it is hard for the canister to eliminate air from within and it remains trapped.
You probably have this all figured out by now anyway, but I thought I'd throw in my two cents!