The APC 40 does not store anything -
It is just a device to send MIDI triggers and control signal signals to Beyond (or other MIDI-enabled software). It triggers cues that are stored and displayed in the Beyond active cue grid, and also sends additional MIDI commands to control other aspects of the software.
Individual cues are created and stored in cells in the cue grid -
This is what the matrix buttons on the APC 40 are actually setup to trigger.
Cues in the grid can also be used to store shows, PangoScript commands, and DMX cues for external DMX equipment.
The cue grid is (generally) actually stored, created in, and played from the current workspace file. Shows can be saved as cues in the grid / workspace, and can also be saved as separate Beyond show files.
Shows are built on the timeline, which is where you would setup the laser effects (and any other effect controllable by Beyond) synced to music - very similar to the way you would put together video clips with just about any basic video-editing software. Shows can be played back from the timeline screen, as part of a playlist (VERY handy!), or if stored as a cue, triggered from the cue grid, by whatever means you want to use (mouse, keyboard, APC 40, etc.) to trigger cues.
No in-depth manual is out for Beyond yet, but we have been told it will likely be part of the 2.0 software release. Some of the Beyond basics can be found in the help file found in the current version.
You'll probably want to go online and read up a bit on MIDI and MIDI controllers. Keep in mind that the APC 40 was designed as a dedicated controller for Ableton Live software, and the controller itself is not programmable - all the hardware controls on it are hard-wired to send specific MIDI commands. Just about every function in Beyond is programmable, and the APC 40 template Pangolin provides reprograms many of the Beyond defaults so they work with the APC 40.
Beyond actually has a LOT of MIDI capability, but much of it relies on using PangoScript programming. VERY powerful capabilities, but not really intuitive unless you're already a computer programmer! That said, the basic grid controls (cues, rotation, zoom, size, etc.) can be mapped fairly easily to a typical, non-dedicated programmable MIDI controller. However, to get the bi-directional features (cue status indicators, etc.) used with controllers like the APC 40 takes a LOT of custom programming!
Give yourself PLENTY of time to work with Beyond and GRADUALLY learn the features. A weekend or two of tinkering is NOT going to be enough for most people!!
I would recommend you just start with the default workspace, and figure out what all the on-screen controls do when clicked by a mouse. Then, connect the APC 40, load the Pangolin template, and figure out what the APC is controlling. (It's not actually doing anything you couldn't already do with a series of mouse clicks & drags, but is DEFINITELY more convenient!!)
Concerning show creation ~
Shows basically start out with a song file added to the media track, then adding cues from the grid (or created on the track) to other tracks as needed to sync to the software.
That's the extremely over-simplified explanation. The detailed explanation would require many chapters worth of instruction, and requires a lot of patience and tinkering!
Good luck, and give yourself time to learn & enjoy.
Beyond is incredibly powerful once you start understanding the way things work
(And I seem to discover something new everytime I launch the software!!

)
Randy