When I had a machine like that, I would use it as follows:
1) Put milk in a mug or cup.
2) Position the cup so that the steam tube almost touches the bottom of the inside.
3) Turn on the steam.
4) Let the steam blow through the milk....heating it and adding air bubbles to froth it. You can move the cup around a bit...back and forth...up and down.
5) When the milk is nicely frothed, turn off the steam and remove the cup.
Before storage, remove the tip of the tube and clean it out....scalded milk will plug it up.
Personally......I just heat milk JUST to a boil on the stove and forget the frothing. But that's me.