Well... this is an interesting thread -- and a kind of scary one.
> 10x is 10:1, most know this but to avoid confusion you should always use 10:1
Check.
>The Vertical attenuator sets the V/div displayed.
There must be some indication somewhere of what the current setting for V/div is... but where? In the lower left hand corner of the display I find the signal coupling symbol (indicating DC status) the vertical scale factor (10.0). I twist the Volt/div knob, but nothing seems to happen; in particular, the the lower left hand corner of the display does not change.
Yes, the lower left hand corner of the display will indicate that CH1 is active, the channel coupling (AC or DC) and the present setting of the Volts per Division (vertical scale factor as you have called it) as well as whether Bandwidth Limiting is in use.
When CH1 is active, turning the big CH1 V/div knob (labelled V - mV) should change the V/div setting as shown in the lower left hand corner. Pushing on this knob as a button should change the function of the knob from the usual 1-2-5 "coarse" increments (1V/div, 2V/div, 5V/div, 10V/div etc.) to a "fine" adjustment (smaller increments in V/div) and back again. You should be seeing the actual V/div setting indicated in the lower lefthand corner of the screen display.
Perhaps I need to be in some mode (or not in some mode) for it to function? An anology might help here: pressing on the gas pedal is how to make a car go, but there are exceptions; the car must be in gear, and even that won't work if the engine is not running... Might I need to push some special buttons (or not have pushed others) first?
Some buttons are lit in green: CH 1, Display, Run/Stop. When I have CH1, Measure, Run/Stop highlighted, the behavior is the same: I twist the Volt/div knob, but nothing seems to happen; in particular, the the lower left hand corner of the display does not change.
Try pushing the V/div knob as a button, to change from Fine Adjust to Coarse Adjust mode. Then see if it changes the display when you turn the knob. If the CH1 button is lit this should mean that the channel is active and it should respond.
>With the Measure menu enabled and OS menus visible the voltage will be displayed in the box you have selected "mean".
I noticed that, but it says 47.2 volts whereas my multi meter says 385v (which is reasonable given the power supply I'm attempting to measure). Moreover, I see no line in the display...
The "numbers in boxes" will generally only be accurate for the portion of a signal that is displayed on the screen. No line on the display = no accurate "numbers in boxes."
Have you perhaps already damaged your scope? Let's hope not. Take the advice of the other commenters and _learn to use_ the scope's basic functions _before_ you attempt to make measurements of high voltages.
>Probe comp is a 1KHz 5V squarewave from the metal terminal at bottom right below the Trigger level knob.
I previously accomplished the "Probe Attenuation Setting" as indicated in section 1.3.2 (page 7) of the manual (UM01011-E05A).
This is not the probe compensation setting. Read 1.3.3 on the next page. In the copy of the manual that I have, the scope photo on Page 2, Picture 1.1-1 is mislabelled, the item at bottom right should read "Probe Compensator" output rather than "Probe Component". This is where the scope sends a signal of known voltage and frequency to a probe, so that the probe's "compensation" or capacitance can be adjusted to give a proper waveform display on the screen. Please read the directions in the Manual here and
practice so that you can display this Probe Compensator signal properly on the screen at several different timebase (horizontal) settings and V/div settings.>Take some more time to familiarise yourself with scope usage before you tackle more advanced or dangerous tasks.
Point taken, but should measuring DC be hard/advanced? I suspect that must somehow be simple... it certainly is within the limitations of the sds 1052dl 
The problem here is not the measurement in particular, but rather that you are a novice at using the scope at all. Yes, making a DC measurement is simple (as long as proper precautions are taken concerning the HV which you desire to measure) IF and only IF you understand how to use the scope in the first place. So back up a little bit, and do not even consider trying to make this 300-400 volt measurement until you are familiar with the basic operation of the scope, as well as the safety precautions you (and everyone else) need when dealing with HV.
If you can give some more details about the circuit you are going to be measuring _once you know how to use the scope_, you will get more advice on how to do it safely. If all you are concerned about is the magnitude of a voltage that you know to be pure DC, then a DMM is a better choice than an oscilloscope for making the measurement, as others have said above. BUT... suppose you need to measure the ripple or other noise sitting on top of such a (mostly) DC voltage? Then you will definitely need to use a scope, and you will definitely need to know what you are doing and how to go about doing it safely.
Practice, practice practice. Measure some simple and low DC voltages first, like from batteries of different types. Measure the Probe Compensator output at different timebase and V/div settings. Once you know how to use the basic controls of the scope and you are getting readings that make sense on these "known" signals, then you can move on to actual use of the scope on unknowns.