Hi Alan, welcome to the forum!
So, where to begin. Learning how to program the DX7 will be you first hurdle. Without going into too much detail, you will essentially need to adjust the D/R or servo travel to adjust the various settings. To do this, connect the NAZA to the assistant program (computer/USB). You will find some sliders in there probably under the RC section. These sliders show you what your switches are doing.
At first you will look at everything blindly and adjust stuff to see what happens. This is normal and we all went through it so don't worry if nothing makes sense at first.
There are plenty of online videos to show you the setup. Don't worry if they are for different Spektrum transmitters, they all basically work the same.
Please do ask more specific questions as you go along.
Regarding the modes. What receiver are you using? You'll want the U port on the NAZA connected to one of the spare channels on the receiver. In my case I have it connected to the gear channel which is activated by the 3 position switch on my transmitter. I connected (programmed) the gear channel to the three position switch by starting the transmitter whilst holding down the menu button so it goes into the programming mode and selecting channel/servo setup (something like that!), then adjust the setting for GEAR to be activated by said 3 position switch.
I know, that makes no sense. But keep at it and it will! :nevreness: