I'm confused on the best practice for getting started here,
I don't know whether to use the dlls directly or use the visx or install the installer or just use nuget all of the above.
Is there a recent walk through for getting up and running with expand?
there are a number of distribution channels to satisfy common needs. If you are a new user I suggest you go with the installer which installs all. After that eXpand you can use the VSIX integration(New ProjectItem wizard, VS toolbox) to install eXpandFramework modules to existing or new solution. eXpandFramework follows XAF and extends it so the rules are the same for all its public artifacts. It exposes controllers and extends the Model so u can configure the behaviors from there. You can of course go through my blogpost to get an idea of what is available.