Basically setting up a Marquee is the same as the Strat:
1 - Select the place where you want the bridge to settle, thus providing the desired amount of up/down movement.
2 - Find something of the desired thickness to place between bridge plate and guitar body to keep it in that position. (I use a bit of 2mm plastic card for a Strat.)
3 - Tune all 6 strings to pitch.
4. Gradually loosen the screws in the back, until your piece of card (or whatever)
just slides out.
5. Guitar should now be perfectly tuned, with the bridge in the exact position.
If I doubt, there are several videos on YouTube demonstrating exactly how it's done, such as this one:
https://www.youtube.com/watch?v=9CkrKdQR6_g