John's right, if you have the USB and ethernet cables you can run a sequence and the channel output LED's should respond to the sequence. Without cables you won't be able to check the dongle. You can do a self test of the express (if you have power input cables) and the LED's should also respond.
Since I am new to all this I have no clue which software is the easiest to learn to use, there are several people on DLA that have had experience with other software that can address that question better. There is a video series on youtube that goes through the basics of Vixen that I have been watching. Some of it is probably outdated but it is helping me learn how to do sequencing and it shows some of the short cut keys. I think think that it is going to work fine for getting started in the hobby for me.
Rich