As long as you don't try to install Windows, it's all pretty straightforward. Some models come with CSM enabled, but unless you are installing an old distribution you should probably disable that.
When you connect the serial port on the back (mini USB B or micro USB B, sometimes hidden behind a screw-on cover which also covers what seems to be a SIM-slot or micro-SD slot) (serial parameters 115200 1N8 IIRC) and power it on you get to see the reset loader and then the UEFI firmware pop up in text mode, you can press DEL or <F2> to enter settings (and there are a ton!). You can also use this to go to the last past and at the bottom you can select a boot override. If you have a USB memory stick prepared with the installer if your choice (i.e. Linux, BSD, be it a server OS, hypervisor or Firewall distribution) you can then use the UEFI boot option to just boot into the installer. Since the installer on UEFI is smart enough to see that you're on a serial console it will automatically default to text mode and you can use it as you'd use any text mode installation. When installing on an SSD you can just wipe the entire thing, when installing to eMMC there is one 'special' partition (something like a write-only TPM partition) that you cannot read, which contain unique cryptographic keys. There are four partitions total: the weird crypto one, two boot partitions and a normal partition you can format for your OS. In Linux they appear as MTD devices.
When booting, both SATA and MTD (and also USB) devices are shown as long as they have an EFI system partition on them and you can boot them as normal.
If you do nothing regarding the CPLD or the PIC controller, the LED on the front stays white/mixed and the NIC LED blink patterns are slow + negotiation (dual LEDs so you can see duplex/speed + activity). You also don't get custom brownout resets but you do get WDT resets out of the box (from the PCH/ICH side). Fan curve also goes to default, which is still pretty quiet.
There is a recessed reset button on the back, but it doesn't behave like a PC reset button, instead it is more like a consumer router reset button. Pressing it once doesn't do anything, pressing it a long time sets a boot-time flag and reboots the device. I think the PIC handles some of it, and it works a bit like an embedded controller so it's always on and listening for the headers/buttons/GPIOs. As for power: as soon as you plug it in, it is on. There is no power-on thing. You can however do a power off from the OS, and that does power down the CPU/PCH/NICS etc. I never really made use of that, except to turn it off before unplugging. I didn't try any power on thing, except unplugging/plugging back in.
It also comes with a UEFI shell built in, so if you have trouble booting you can explore your EFI System partitions on all recognised devices in the shell (it shows you all BLK devices).
As for which versions have what: the linked manuals have some of the specs, but there are some annoying things; the regulatory model ID is identical on all versions, so all boards/BIOS/stickers refer to any of the following: 5x0 for C2000, 6x0 for C3000, VEP1400-X for any Dell-branded C3000, SD-WAN Edge 610 is the lowest model, Edge 680 is the highest. VEP1485 is the highest Dell version, Edge 680 is the highest version for the other models (branded in various ways). The N-suffixed versions have no radios (so no BT or WiFi), but for LTE you need to have a specific different regulatory model, presumably because the radio is different per country.
https://dl.dell.com/topicspdf/dell-emc-networking-vep1445-vep1485_release-notes13_en-us.pdf
This guide shows some of the console output:
https://dl.dell.com/topics/pdf/virtual-edge-platform-4600-8c_reference-guide_en-us.pdf but some of them refer to the much bigger rack-mount units (Which are also fun but sell for a small fortune and you might as well get a normal server).