Anyone know what must be done to see the switching buttons used to go from one cam to the next that should be at the top of the window as illustrated in the WMV on the web site?
Read the manual, it's in there.
However, to see the cam switches, simply double click your toolbar or go to Options>Customize toolbar.
On the left of that dialog, you'll see the camera switches. Double click those, or click once and then click "Add" and they'll be added to the Toolbar where you see them in the video.
This is also how you add any other custom buttons such as Capture, Add tracks, etc to the toolbar.
If by chance they disappear from the toolbar (Vegas bug) then go to Tools>Scripting>Rescan Scripts