Thanks for your interest in Aspose.Words.
These first steps you have done to setup are correct. Aspose.Words is a library to programmatically work with documents through code, It does not contain any Toolbox control to display documents.
Instead you load or create Document objects, loading and saving them as described in the documentation articles here. For example you can call the Document constructor to load a document from a file, then invoke the Save method to save documents to file, stream or to the browser.
With a document loaded into memory you can then programmatically edit, execute mail merge and much more with the document. For details please take a look at the numerous articles on programming with documents here.
If you give us some further detail about what you looking to achieve, we will be glad to give you some more detailed advise.