I found it a little mystifying as well, so you're not alone. (In the end, I think it's a nice system and worth the price of entry.)
Have you been through these tutorials?
- https://deepnight.net/tutorial/a-quick-guide-to-installing-haxe/
- https://deepnight.net/tutorial/using-my-gamebase-to-create-a-heaps-game/
That's where I picked it up. I don't think I can explain it better than deepnight himself.
If you're running into a particular problem, I'd be happy to help out if you can tell me where you're stuck. For a quicker answer, you might also try the Discord Haxe server, if you haven't. There's a #heaps hashtag over there.