Pumps are used for moving liquid up a level, if you don't need to do that then you don't need pumps. I've had good luck putting my metalworking and obsidian manufacturing on the level where the magma is. Pumping magma is tricky, if you haven't done any major pumping projects I'd recommend waiting on that for now, until you have more experience with magma.
I put in plumbing (corridors that will be flooded) first and then knock out the last wall that holds the magma back from the floor above by channeling, once everything is constructed.
Magma workshops have a blocked tile, it will be the dark green tile that you see when placing the building. Channel out a hole where one of those spots will be before placing the building. This hole should lead to your plumbing. Once the magma fills above a depth of 4 the building will go active. If the plumbing is filling slowly the building will flicker between off and on until the magma rises higher.
Obsidian casting needs 3 chambers, all the same size and stacked atop each other, with a retracting bridge for the upper chamber. The upper chamber fills with water, the lower chamber fills with magma, and the middle chamber is where your dwarfs enter to mine out the obsidian. It's also needed from what I understand, as water has to fall onto the magma from above. Dig out the upper chamber, then channel downwards for the lower chambers. If you want a floodgate for the magma you will need 3 magma safe mechanisms, check the wiki (
http://df.magmawiki.com/index.php/Magma_safe ) if you don't feel like experimenting. If not, there are some designs for obsidian manufacturing that don't need a floodgate.
If you're having trouble and would like to see an in-game example, I can upload a fort that has all the magma workshops and a small obsidian manufacturing system already built.
Edit:
http://www.megaupload.com/?d=BX5NPQ2FI uploaded it.
F2 takes you to the magma workshops. All levers are labeled. For obsidian casting, lock the chamber door, then pull the left and center levers until the two chambers are full, then pull them again and when the chambers are sealed, pull the rightmost lever. Once the obsidian is cast, pull the rightmost lever again, unlock the door, and begin channeling the magma chamber out.
The workshops are all set up already, the plumbing is visible on the level below.
Warning, I was playing with Invaders disabled, so defenses are untested.