How can I set up a multi-vendor shop?

Hello, I am brand new to working with Wordpress and Marketpress for that matter.

I am trying to set up a shopping cart script that allows for users to buy and sell their digital downloads/files, and I am having a hard time trying to understand all of the settings/features I need to set up.

I have tried searching, however, I cannot find a set up guide to create the multivendor site.

If anyone can point me in the right direction, that would be great.
Thanks in advance,
Alex