I figured out a lot of the calibration process:
Enter calibration as specified about: Utility, Math, Up, Range, Down, Debug (softkey)
Pick the function and range you want to calibrate, each range has it's own calibration values stored.
Toggle between the "zero" and the "coef" number (on the display) using the Range key
Move to the digit you want to change with the Dual key -- it always moves the cursor left to right but will cycle around.
Use the Up and Down arrow keys to increase/decrease the value, it will roll over/under the higher order digit.
You can calibrate the range to any value that you feed into the meter, it need not be the full scale value, 5.0000 volts for example. If you want to use 5.0000 volts then you can short cut this process and just hit the Run/Stop button.
Exit calibration mode and save you settings at any time by hitting the Math key (not the Dual key as it says above).
I was able to calibrate all ranges for all functions doing this. However the capacitance ranges are sort of funky, but still work ok. In all cases I set the "zero" number to all zeros. I have no idea if that's right or not, but my meter is very accurate now, much better than it was from the factory. I calibrated against a Fluke 8846A.