I use the X32 for my live show - I don't know of a video but the setup is pretty simple, and exactly the same as any other interface as mentioned above. Once you have installed the x32, Under preferences/audio in sonar select asio as the driver mode. All of your x32 inputs/outputs should show up provided you do not have another interface selected, in which case they will be greyed out until you deselect the other interface.
The only thing to remember is the number of available channels will be affected by the I/O card mode setting on the X32 - ie 32×32, 8×32 etc. Also, make sure you have the xuf firewire driver loaded for the x32 available here:
http://www.music-group.com/Categories/Behringer/Mixers/Digital-Mixers/X32/p/P0ASF/downloadsI presume you have the older XUF interface on your x32 that has both USB and Firewire ports. If you have the newer XUSB interface, there are no firewire ports available.
Fwiw I have found the usb driver to be every bit as stable as the firewire driver for the XUF interface, and far less prone to compatability issues.
If you run into any difficulties just post a specific question and we can help:)