Many Extractors, especially the important ones, are just ABAP programs the ERP team wrote to provide data to BW. Now we are using the very same Extractors the same way BW does.
So it all depends on the individual Extractors. One simply reads the source table plus a few more, does a transformation and based on a timestamp it knows what got changed.
And some Extractors are written different as there is no delta indicator in the source tables. What the sales module Extractors usually do then is to hook in some code at all places where changes are mode to the sales tables. But this code has to be initialized, so the ERP team provided some screens to do just that.
Let’s take 2LIS_11_VAHDR as example.
First thing I check is the help.sap.com: http://help.sap.com/saphelp_tm80/helpdata/en/f0/3baf6718d2427a94ced005f298be06/content.htm
Okay, nothing is said about a specific setup requirement there as it is common to all SD extractors. How am I supposed to know that?!
Bottom line is, best is to have somebody with BW knowledge in the team for the cases where some setup is required. Fortunately it is the exception, most Extractors are straight forward to use.