How the Chinese Pinyin IM & Japanese Kana IM work is obvious (at least to me) but I have been experimenting unsuccessfully for a while with one of the Korean ones. Keyboard viewer helps, but using it is proctalgia (at least for me). Plus, understanding how it works is probably much easier than memorizing several dozen keystroke sequences.
Trying to find documentation by web search (with "Mac" or "OS X" in the search input) gives me:
Many hits for Windows and Linux
Many hits for how to select the IM
One hit for System 8.5
One page about a free KoreanIM "from Apple" (NOT!) that is actually malware.
Are any of the CJK input methods documented anywhere in English or Spanish?