I've been writing a tutorial for developerWorks on the topic of how to implement custom query transactions for MDM Server. If you are extending MDM Server this is something you are quite likely to want to do but if you are not familiar with the MDM Server transaction framework you may have trouble figuring out how to get started. The tutorial explains the concepts you need to know in order to develop custom transactions and gives step-by-step instructions for implementing three example transactions illustrating different techniques. This isn't intended to give guidance on best practice and it won't tell you how to solve every problem - but it should help beginners to get to grips with the concepts and the MDM Server framework.
Update: Catherine's article has now been published on developerWorks: Implement custom query transactions for IBM InfoSphere Master Data Management Server