The Starter Set contains the Painting Iron along with waxes, card, scriber and an introduciton (multi-lingual). There are a load of step by step pages in the old encaustic art archive section here – well worth a look! There are also videos on the video page that will visually explain how to use these tools.
Basically, the iron is used to melt and spread the wax colours on the surface (for hobby art this is usually white painting card). There are four main effects that the iron produces naturally – smoothing, lifting (organic structure pattern), edge work (thin lines) and the point of the iron (fine spots and small squiggles / birds, flowers, etc.) The iron cam also be set up in an inverted mode to work as a mini-hotplate.