You can't really take over the screen (well in theory you can, using the Direct3D device, but I wouldn't recommend that). The idea is to use WME entities as building blocks, and control their positions and appearances via plugin. There are several sample plugins with sources in WME development kit, namely the snow plugin, which uses entities as snowflakes.
However, I think you should primarily use the scripting language, and only if you find some problem which you really, really can't solve by scripting, then use a plugin.