You need to run the skimmer with the water at a level about 3 to 5 cm below the base of the collectipn neck (for the foam), and open the air valve enough to allow the foam to build up over a day or two. Intially, you will just see the foam dissipate at the top of the water column, but as the organics begin to accumulate there, the foam will begin to form a column above the water that with thicken and grow over a two day period to begin to overflow the top of the foam collection column and collect in the cup. final adjustment of the water level and the amount of air will determine how thick or thin your skim,mate will be, and conseq4uently how efficient your skimmer will ultimately be. Keeping the skimmer clean is paramount to success for these devices, and you will go through this same little play each time you restart the skimmer. Just a consequence of the process.
Having a skimmer in any SW tank is a good idea, as it removes much of the organics that would otherwise decompose into their constituents (short chain carbon frags, nitrates/ammonia, and phosphates/organophosphates) that feed algal blooms and other nutrient-related issues