It took me a bit to figure this out when I started using Vienna. Basically, in your DAW, create an instrument track and select Vienna Ensemble (64 bit). Then, click connect in the window that opens for Vienna Ensemble. A special note here, if you have Ensemble Pro, you first have to launch the server (on Windows, its going to be in the start menu under Vienna), then you can connect in the window your DAW opened. For whatever reason, the free version launches the server automatically, the Pro version does not.
From here, in your DAW, create some midi tracks (they SHOULD already be assigned to Vienna Ensemble, but if they arent, you'll need to assign them to Vienna Ensemble - in Cubase, this is done in the left menu under the Inspector menu, selecting a midi track will allow you to see which VST that track is being routed to).
Finally, in in the Ensemble window, you should see a single slider in the right frame. This is your master channel. In the left frame, right click and a menu opens, select Insert VI, or Insert VI Pro (if you have Instruments Pro). You will continue to add tracks in Ensemble for each instrument you are going to use. In the left pane, you'll end up with each instrument in a different box, and you can select each box to bring up its corresponding Instruments window in the pane to the right. Additionally, the top most box in the left pane brings up the mixer, a new slider is added for every instrument you add, and, to help keep things sorted, you can rename each track in the left pane with the instrument you are using to help keep track of which track is what instrument.
Be aware that in your DAW, you may have to select a track to 'record enable' that track (to allow you to record whatever you will be playing) and you may have to make sure the channels in your DAW correspond with the ones that were added in Ensemble. Cubase for example is a bit bizarre, when you create more than one track, the track assigned to channel one will appear at the bottom of the list, all subsequent tracks are in numerical order at the top of the list (if I add 16 midi tracks, the order they appear is tracks 2-16, then track 1, and they are incorrectly labeled, with the track 1 being titled track 16, track 2 being titled track 1, track 3 labeled as track 2, track 4 labeled as track 3 and so on - its very confusing).
If you buy Ensemble Pro, it will host external non Vienna VST plugins inside of Ensemble, acting as a sort of gatherer of all your other VST UI's, in the same way it hosts Vienna Instruments. For example, I write music using Kontakt, a few select items from East West (which uses their so-called Play engine, similar to Kontakt), and omnisphere. Instead of having 5 different windows (my DAW, Ensemble, Kontakt, Play, and Omnisphere), I only have 2 windows, my DAW and Ensemble, and in the Ensemble window is where I will find Kontakt, Play, and Onisphere.
Forgive me if you already know about all of this, but the manual wasnt all that helpful to me with regards to Ensemble, hopefully, this helps, and if you already knew about how to do all this, then fantastic!