Basic Question; projection?

Please keep in mind this is one of my first attempts at Direct3D.... Here is my init code for D3D (basically): It works, but I''m just putting it in to provde more info.:

	/*
	 * Get Direct3D object
	 */
	lpdd->QueryInterface(IID_IDirect3D7, (LPVOID *)&lpd3d);

	/*
	 * Create a Direct3D device
	 */
	if (D3D_OK != lpd3d->CreateDevice(IID_IDirect3DHALDevice, lpBuffer, &lpDevice))
	{
		if (D3D_OK != lpd3d->CreateDevice(IID_IDirect3DMMXDevice, lpBuffer, &lpDevice))
		{
			lpd3d->CreateDevice(IID_IDirect3DRGBDevice, lpBuffer, &lpDevice);
			DebugEvent("Using RGB device");
		}
		else
			DebugEvent("Using MMX device");
	}
	else
		DebugEvent("Using HAL device");
					
	/*
	 * Set up a viewport
	 */
	ZeroMemory(&Viewdata, sizeof(Viewdata));
	Viewdata.dwWidth = 800;
	Viewdata.dwHeight = 600;
	Viewdata.dvMinZ = D3DVALUE(-10.0);
	Viewdata.dvMaxZ = D3DVALUE(25.0);

	/*
	 * Create the viewport
	 */
	lpDevice->SetViewport(&Viewdata);
 

Anyway, that part works fine - I copied/converted it to DX7 from the "Tile Engine in D3D" article. I also tried using some of the code from this article to render a triangle. However, when I try to introduce the "sz" property of the D3DTLVERTEX structures, I find that they have no visible effect on the screen. I know some basic 3D things, and I think that this is because I need to set up a projection matrix (and I assume this isn''t done in the tile-rendering demos) ? I think that to set up a projection matrix you use IDirect3DDevice7::SetTransform, but I am unsure. Another question for me is how to set up a projection matrix? Thanks for reading