Lay differs a lot from classical plugins as it doesn't change the image, only the transparency mask of a layer, allowing to modify just a color selection instead of the whole area defined by the polygon (or the other shapes you can use)
This tutorial will demonstrate the usage of Lay. The first image below shows the original photo.

First create a new layer, let's say a simple rectangular layer in the middle of the photo (second image).
Now modify the luminosity of the layer by changing the curves, as shown in the third image. Note that all the layer became much darker. The fourth image shows in as the Layer1 is overlaid over the Main Layer (you are looking from above).
Let's say you want to keep the original color of the orange building. You have to activate Lay, change the opacity of the orange color to 0 (transparent). On the fifth image you can see as the orange house became transparent on the new layer. The resulting image is shown in the sixth image.

In the registered version you can preview the transparence of the layer by pressing the Preview button. It will draw the layer in black and white, white representing the transparent areas of the layer. To return to the normal view, press Preview again, or change a slider.

In order to affect only the orange building, you have to change the opacity of every color to 0 except the orange. You can play with other sliders to affect the other buildings, the sky, etc.

The advantage of Lay is that you can use any tool on a color selection (contrast, sharpness, noise reduction, other plugins), so be creative on using it!