One thing that might help others in setting it up that wasn't intuitively obvious: for each Filter type that you want to display, you have to choose a corresponding option in the Select Extra field box. For example, my first Filter type is "Category multiple select." In the Select Extra field box, I chose "Not extra field 1" because there is no extra field associated with Category. Once I figured that out, my filters displayed correctly on the front end.
If you don't care about the search results issue, this is a great plugin. But if you do, be forewarned.