Glad to be of help. I guess I’ll just go all out and try and explain the fine details of how an analog synth works. It’s actually fairly simple, and quite fascinating. It will help understand the importance of CV and make things easier when you finally hook the two machines up! I guess this will come in handy for anyone else curious that comes across it, as well. 
Analog synths like the Moog operate almost entirely on how many Volts are being sent to it’s various components. The amount of voltage is usually between 0-5v.
When you play a note/key on an analog synth, the instrument is being told two things:
First, the pitch in relation to the amount of voltage received (typically 1 volt per octave). Second, that it’s receiving a Gate trigger. The Gate opens up the envelopes and lets the sound through the output. When an analog synth is “On,” internally it’s always making a sound; you just don’t hear it unless the envelopes are triggered.
For an example, when you get your Slim Phatty, plug a cable into the “Gate” input without connecting it to anything else; the synth will produce a constant sound until you remove the cable. That’s because it’s being sent a constant signal/voltage telling it to let the sound through.
With a filter, 0 volts being sent to it would mean the filter is “closed,” or that the Cutoff knob is turned down all the way. 5 volts would be “open” to its highest setting. When you manually turn the knob on the filter, all that’s happening inside the synth is that more or less voltage is being received by it.
The easiest way to think about CV control is that the knobs on a synth are being turned “by themselves,” since the same effect is happening as it would be if you were controlling the physical knob with your own hand. Envelope Generators work in the same manner; they’re just controlling the amount of voltage and the time the voltage takes to get to a certain level.
So basically, the Analog 4’s CV sequencer is just sending the Moog “new” amounts of volts. Every time it sends out a Gate CV, the Moog will produce a sound; the Pitch CV will determine the note, and sending CV to the filter or volume would be as if you manually turned the Filter of Volume by hand. Of course, the sequencer can just do it much faster and more precisely than a human would be able to.
Trust me, it’s going to be lots of fun! You’ll be able to do some pretty sick stuff with this setup. For example, program a bunch of Notes only into the A4 CV sequencer and put the Gate triggers on the second / FX track (like the mention on that site). You can then “move” the Gate trigs to different positions with the Function + Arrow Key trick to shift the notes that actually play around. You can have a whole different sequence of notes play without having to switch the pattern, since only Gate triggers will make the Slim Phatty play, etc.
Sorry this was even longer than the other post! 
I’m excited for when I get an A4 since I’ve been dying to have a good sequencer for my Voyager and it’s dozen CV inputs. Not to mention my MoogerFooger Ring Mod and Delay, whose controls can also take CV inputs (something to think about!)