Simply pick a computer (yours maybe) that will be the lead "Master" and install the appropriate version per your OS (32bit/64bit) using all the default settings. Run the same installer on every client/student computer but uncheck the box Veyon Master box during install. Take not of the computer's name and the MAC number. They all need to be able to communicate so it's ideal if they're all on the same domain.
On the Master computer, open Veyon Configurator and click Locations & Computers. If you have multiple locations, like many buildings on a college campus, you create locations on the left side, like you may use folders in File Explorer. On the right side you add the client computers for each location. Click apply and you're done.
There are other security settings, LDAP settings and things you can adjust as needed for your environment.