The viewfinder won't show you what will be in focus at f/22 unless you do a DOF preview - and in that case, it will probably be too dark to tell.
The idea that you literally get infinite DOF at f/22 is fantasy. It's still the case that only one plane is *perfectly* in focus. Everything else is just varying degrees of less well in focus, and depending on how closely you examine the picture, any given part of the image might be close enough to being in focus to work for you.
As for where to focus, I'm sure that book must explain that you typically focus somewhere around a third of the way into the zone you wish to have in focus, but it's all just guesswork and approximation, really. Take a shot, see for yourself how your like, then if you decie you want more in focus, stop down, and if decide you want the focus zone closer or further away, change your focus accordingly. Trial and error - that's all it takes to build the experience to not need to take so many practice shots in the future.
Last edited by Marc Sabatella; 09-17-2010 at 03:10 PM.