Like a matryoshka doll, it's best to educate your user at every level of interaction, whether explicitly (FAQs, copy, instructions, walkthroughs, etc.) or implicitly (affordance, appropriate skeuomorphism, etc.).
Apple is generally good at both. For example, when you ask for help, an app will both show and tell. Most apps are just "tell," instructing you where to go and what to click.
Oh, what, sorry? The GMail filter UI doesn't look like that any more? http://cl.ly/image/2x1A2J1Y0U1a