If you've never used sealant you need to slice off the end of the tube with a sharp knife. I used a kitchen knife because I was too lazy to bother to go find a proper work knife.
My particular sealant came with a warning to wear gloves as the sealant can cause allergic reactions. I read this after I was scrubbing the black goo off my hands. I'm not dead yet, so I assume I'm not sensitive to it. Probably a good idea to wear gloves.
Load the tube into the gun. To do this, press the metal 'safety catch' at the back and the long bit of metal slides easily out. Put the tube in with the beading nozzle on into the gun, then press the catch again and slide the metal into the base of the tube. You're loaded and ready to go.
Practice first to make sure you know how much pressure you're going to use. Ideally with a bit of old card or similar.
It's difficult to take a shot of doing beading, but as you practiced you need to run right round the oven with the sealant so that it is thick enough to form a seal around the glass and the oven. Since I had extra and I never wanted to use the stuff again (plus it dries out) I went round it a second time once the glass was clamped in place to make a full seal.