To get started, you need to understand the technology before you can dive into the wizard. I would recommend the following three resources.
EtherCAT Technology (Section I)
This is a technology overview and definitely where you want to start.
EtherCAT Registers (Section II)
This is a dry record, but a good reference to understand the various registers that are used for communication between the master and slave EtherCAT.
ET1100 Hardware Specification
Even drier, but this is a specification of a common ASIC for creating an EtherCAT slave. This can help you understand even more detailed information about the communication between the master and slave EtherCAT.
To correctly implement the EtherCAT wizard, the task is not an easy one and requires a lot of reading. There is more documentation, but it requires membership in the EtherCAT Technology Group . This is where you can access additional technical information .
Another open source EtherCAT project I'm familiar with is IgH
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