First time with Custom Firmware...
 

I finished installing the firmware, and...
Can someone explain to me how to actually use the features?
Are there any tutorials out there for these kinds of things?

Usage of 3.52M33 not differently than use DAX CF's (Dark Alex's Custom Firmware's).

After formating a memory stick under 3.52M33, there some new folders appears on your memory stick:

ms0:/ISO - put *.iso, *.cso files with game images there.
ms0:/PSP/GAME150 - put home-brew programs that need 1.50 kernel there.

alsoknown folders:
ms0:/PSP/GAME - put there official game DEMO's, subfolders with PSX (PSOne) EBOOT.PBP (to play PSX games on your psp).
ms0:/VIDEO - for MP4 video files.

p.s. There is a forum tread with basic 3.52M33 FAQ, but it alsow on russian.

p.p.s. There is a 'recovery menu' that have a basic CF settings, some of them need to be changed, examply to play ISO's games:
Configuration -> UMD Mode - set value 'M33 -NO UMD-' or '-Sony NP9660 -NO UMD-'
Advanced -> Advanced configuration -> -- set all subsettings ('Plain modules...', 'Execute BOOT.BIN...', 'Use isofs driver...') to DISABLED.

To enter in 'recovery menu' hold "R" button before turning on your psp, after it appers - release "R" button.

I don't recommend "to play" with recovery menu options, also you don't know why there are.