The bottom Dock Bar only works on one monitor as does the top menu bar. (That can be changed through display settings in System Prefs/Display). You will find the lack of top menu bar a bit of a pain and it will take time getting used to jumping back and forth to your main monitor for the menu items, but you should get used to it after a while.
Mavericks, however, (when it is released in the Autumn) will give each monitor its own dedicated top menu bar and bottom Docks bar. So as long as it works with display-link, it will make life much easier for us all.
There are a couple of ways to move around screens:
1. Apple Spaces: where you can dedicate apps to different monitors. You can also drag apps from one 'space' to another.
2. I prefer to use a little utility app, 'Moom' from manytricks...
http://manytricks.com/moom/ It's great if you have different monitors which have varied size and resolution. You can use the green menu button to instantly resize any window to any screen. You can also set up left and right keyboard shortcuts which will throw the app to another monitor and automatically resize at the same time. Great value at $10. You should find some good reviews and tutorials on 'youtube'.
Cmd-tab to move around active windows works equally well with three monitors as it does with one.
Paul