Well explained here:
http://www.parktool.com/repair/readhowto.asp?id=65
Start a little over half way down after they get done messing with the cups and installing the star nut. Your compression plug works exactly like the star nut, just better. The thing's whole job is to push down on the stem and pull up on the fork to allow you to load the bearings. This is pretty much a "somewhere near finger tight" adjustment, not a torque wrench thing. Manufacturer should have torque spec on the stem bolts. Once the stem is screwed down, you could pull the whole cap/expander/star nut mess out if you really wanted to, it's the stem that's doing the work.