http://monerotoruzizulg5ttgat2emf4d6fbmiea25detrmmy7erypseyteyd.onion/resources/user-guides/multisig-messaging-system.html
So, after you completed the info about all signers, either manually or through auto-config, you just issue a mms next command, and the MMS will start with the first step needed to establish the multisig address: Calculate key sets for all coalition members and set up messages to send those to them.