To sum up Weathering powders.
Depending on the make will have different effects. While
FW powders are clumpy, which is good for heavy build ups.
Then there is FoW Powders. They are very fine and good for dusting.
As a rule you can not just throw it on a model. Its a Dust. It needs something to adhere to. Water or Spirits are best.
How to work the effect is the fun part. You will have to learn this your self and experiment.
A knowledge on dirty mechanical machinery would help you learn quicker.
Wants on, a light dusting of purity seal normaly holds it on. Get it wrong and you will ether get black fingers from touching it or end up matting out the effect.