Pending better advice from someone with longer / more recent experience and with reference to
http://www.lathes.co.uk/willson/index.html what I recall from inspecting a late-ish one with the sector covers over the speed controls several years ago is:-
Right most pointy knob on the screw cutting gearbox engages or dis-engages the power feed and screw cutting drive.
Lever at the bottom of the apron moving left and right operates feed drive clutch.
Lever at top right on the apron operates the half nut for screw cutting. Said to be stiff to disengage.
Lever in the middle of the apron with the spring loaded pull knob detent selects screw cutting, longitudinal or cross power feed.
Dial at right of apron is the threading indicator, lever engages or disengages it.
Aha. Remembered where there was an annotated photo this page
http://bbs.homeshopmachinist.net/threads/44200-willson-slant-bed-lathe/page4 about halfway down.
Limy will be along in a minute no doubt.
Clive