It's not straightforward! Use the left and right arrow to search for a station. It should find one. Give it 30 seconds (maybe less) until SLIST flashes up towards the right hand side of the options. Once this is here, the system has the other stations available within this group. You can hit SLIST to see them as a list, or just go one by one through them using the main knob. You can press TRACK to get track info or other news etc. being broadcast by the station. As you find stations you want to keep, hold down a preset number (1-6). To get to presets 7-12, hit DAB. To get back to 1-6, hit DAB twice more.
Hitting search again will take you to the next group of stations and (after a few seconds) you can then scroll through each of those. For example, most of the BBC stations are in one group, Capital group stations (XFM, Capital etc.) are in another. There seem to be about 6 or 7 groups, from memory, each having about 8 stations.
Hope this helps. I haven't read the manual yet, so there may be one or two other tricks you can use.
I mainly listen to 5 Live and XFM. It's odd to listen to 5 Live in crystal clear stereo, but a pleasant change! Round north London, XFM's coverage drops in and out so it's also an improvement to get uninterrupted coverage of that as well. Driving from home to the south coast the DAB signal dropped out a couple of times, but only in areas like the South Downs where you don't pick up a MW signal anyway.