In some video lecture I heard that the lecture talked about the sequence of actions like do something, then do something another and then do something strange... and we're on our way. What does we're on our way mean here? I'm sure it has nothing to do with walking using our legs.
In the context you've described people use that phrase to mean: After finishing these steps you can now use the item or product or whatever it may be.
An example for programming might be explaining all the steps to get your IDE installed and configured and then saying "and now we're/your on our/your way." Meaning now you can use it and move on to writing code.