Hello Grant,
Hope you are keeping well.
There is no workspace with Visual APL, so there is no []lx. []wi is an (enhanced!) legacy feature and like the native and component file systems, not available by default; you have to make a reference to the libraries.
Visual APL is a (welcome, because it is in the right direction!) upheaval in the cosy world of APL+Win. I know exactly what you mean by 'overwhelmed' ... and 'old'.
My version RC7.0 has ceased to work. I do not know what version you are using. The Cielo Explorer is a good place to start and explore the new structure for defining functions, index origin (0 by default), scoping (very different from APL+Win), the reversal of localisation rules. You can also explore the new APL function signatures here (i.e. overloading and the function signatures that allow optional/named/positional parameters).
I would recommend that you watch the webcasts to get started; implicitly, these show how to use VS2005 as well as features of Visual APL.