Here's a link to a nice course on installing OMEGAMON XE For z/OS V4.20. You can link to the course and replay it as your time allows.
The course is in two parts course covering Omegamon XE for zOS V420 from Installation to troubleshooting. The first part will cover Installation and Configuration hints and five scenarios of real usage. The second part will show additional four scenarios to complete the part showing how you may use the product and will last with some troubleshooting hints.
Here's a link for more information: