First of all, you need to know how you're creating what, or in other words:
Without any idea about the language for effect description or the format of result, you can't do anything!
The language to describe effects is scripting language Lua. It's an interpreted language, so you're executing text files instead of an executable.
The language offers you to define what you want in which case, how often, attended to this or that...
You're more free. You're not limited to buttons, sliders or text fields with just a few commands in a completely graphical interface.
Regrettably there aren't many tutorials about Lua out there because it's mostly used by already experienced programmers to extend programs like games.
Recommended tutorials:
The resulting file will be in subtitle format ASS (Advanced Substation Alpha). This format allows time-specific styled text and drawings as video overlay.
Many combinations of style tags with well calculated parameters allow great effects.
Because NyuFX should be used by already experienced ASS typesetters, an explanation isn't needed.
2. Learn NyuFX functions and ASS values
After Lua and ASS isn't a problem anymore, the connection to NyuFX follows.
Read the documentation about NyuFX functions and parsed ASS values. It's the extension of the Lua environment that finally makes NyuFX to a karaoke effect generator.
3. Create your first project
In the NyuFX templates folder are some examples. For absolute beginners until advanced users.
Load and execute some of them, look into the code, reuse parts of them, learn by doing.