Hello and welcome to my little tutorial on setting up PermissionsEX. I am writing this guide because i get VERY  mixed information when trying to set up Permissions EX, and many of the tutorials are all different.

So, the first step is to go to a website like Bukkit plugins and find and download Essentials and PermissionsEX. Now that you have done that, go into FTP and upload both of these plugins at the same time. Reload the server. Now, go in to your server in game. When you run the command 
/PEX
It should say something like [PERMISSIONSEX RUNNING FOR {VERSION}] If nothing comes up, try to reinstall the plugins but upload essentials first and reload the server before installing PermissionsEX, then reload it again.

Next, it is very important to do these commands. First, you'll want to be OPPED in-game, then you go in to the console. Type 
PEX GROUP OWNER CREATE
since console puts the / in front of it by itself, otherwise it will not work. Secondly you'll want to run this command in console to give you the permission to edit permissionsEX in game, since sometimes doing everything through console is a hastle. 
PEX GROUP OWNER ADD *
Next, you will want to add yourself to the group to get the permission we used above. This can be done with
PEX GROUP OWNER USER ADD [YOUR_NAME]
Relace [YOUR_NAME] with your username, and get rid of the brackets. The next steps you can do without console, in-game. I strongly recommend doing the prefix next to know if the ranks are working, but if you want to you can skip this step. Use the following to set the prefix, replacing &* with any font code. This should work but if it does not, install EssentialsChat to the server.
/PEX GROUP OWNER PREFIX &*[&*OWNER&*]
 Once you have the prefix all set up, the next step is to add permissions if you want. Though owners typically have OP and wont need this, it's useful if you don't want to OP someone or give them all permissions. Use the following to add a permission to the owner rank. Where it says [PERMISSION] replace it with whatever permission you want to add, and remove brackets.
/PEX GROUP OWNER ADD [PERMISSION]
Some of the typical permissions for Essentials are stated here. You're done with the owner group, congratulations!
essentials.fly
essentials.feed
essentials.kit
essentials.warp
essentials.give
essentials.mail
essentials.mail.send

After you finish the owner group, you will probably want to make a default group for the people that join for the first time, without giving them the prefix [OWNER] or all the permissions that owner has. Start with the following to create the member group.
/PEX GROUP MEMBER CREATE
Now, you'll want to give the member group a cool prefix so that they know the rank that they are. You may replace &* with any font code to color it!
/PEX GROUP MEMBER PREFIX &*[&*MEMBER&*]
The next step is adding all the wanted permissions. You can find all the permissions for Essentials by searching something like the following in your search engine..
ESSENTIALS PERMISSIONS MINECRAFT
Next, to make the member group default, you will want to set it as the default group, but with PermissionsEX they have another group that is specified default. Use this command to remove that group so the two will not conflict.
/PEX GROUP DEFAULT DELETE
Next, make your group default instead! I am 90% sure this is the right syntax, but if it is not play around by switching "SET" and "DEFAULT" around, if that doesn't work try adding "TRUE".
/PEX GROUP MEMBER SET DEFAULT
If you need to create more groups, use the syntax specified for member, replacing the word member with whatever name you want your new group to be, change format codes to make it different colors, but DO NOT set it as the default group.
Now that the member and owner groups are created, you're free to explore the world of permissionsEX by yourself! Have fun and I wish you the best of luck.