Mikhail,
There is a wealth of information on SEGW as Ashwin pointed out.
On a different note, I would encourage you to ask a different question.
Rather than asking
how to "do something" with OData service
ask
how to design an OData service for a set of UI screens.
This is because there is a close interaction needed between UI5 screens and OData service/model for efficient development of an app.
So first step would be to come up with mock-up screens for your app, and then design your OData model/service to satisfy each screen and navigations involved.
regards
Krishna