Gtk2_IndexedComboBox automatically creates the model and sets up the cell renderer when instantiating the widget. You may pass an array of key/value pairs to the constructor if you like to, but also can set them later.
The currently selected (active) key can be retrieved via get_active_key(), the selected (active) value by using get_active_text(). You can preselect a certain key with set_active_key().
If you don't like the renderer or want to change it or its attributes, use get_cell_renderer() and set_cell_renderer().
All other methods to retrieve/store data are convenience methods that act as proxy to the model. For example, Gtk2_IndexedComboBox' method set_array() internally calls the same method on the model, Gtk2_IndexedComboBox_Model. This allows you to quickly add some data to the combo without getting the model first and acting on it.