I may be wrong but I'd suggest the reason there are no instructions is that there is almost nothing to do. Once the ROM Manager app is installed, tap the first item on the menu to "Flash ClockworkMod Recovery". After that is done, go to "Download ROM". You get a list of ROMs with CyanogenMod nightly first on the list. Tap it and it offers to download and install.
The only "gotcha" is that, if you are using the free version, after it has installed (and it takes about five minutes once the download is complete) you have to go back into the ROM manager, download ROM and choose Google Apps. Otherwise you have no Android Market. If you use the paid for version it asks you if you want to install the Google Apps when you download the ROM and looks after all that for you.
But, basically, once the first step above is sorted and, assuming you have paid the £1.50 for the app, updates take two taps and less than five minutes.