Hi James,
Yes, the company I worked for had the largest shop of Star machines in the country, it was pretty cool.
I have not been to the Star training, but our company would bring the star guys to us, so I have seen the training at our shop. If you are new to Swiss machines that training might be a good start.
I don't have any written materials about setup. However I will tell you that buying precision ground bar stock is critical. The O.D. tolerance should be no greater than +/- .001 and setting of guide bushing tension is also critical. These go together. When the guide bushing is set you should be able to twist the bar stock by hand, but not move it too freely, there should be slight resistance. Too tight and the material will seize up in the bushing, too loose and part tolerances will be off and you could have issues with chatter.
Have fun with with your new machine.