What are the proper steps to add the vermicelli in making dessert shemai?
I have not made this dish but I will attempt an answer based on the recipe I found and linked to in my above comment.


  
  Melt butter in a 4 qt pot. Break vermicelli into 3" pieces. Over low heat stir vermicelli into butter until it turns light brown. Pour in the milk and stir over medium heat until it boils. Put in the raisins, almonds and sugar.
  Continue to cook under low heat for 10 minutes. Add whipping cream and continue to cook for a couple of minutes. Remove from heat and, when cool, chill in the refrigerator before serving
  


According to this recipe, the vermicelli is added before the milk (whipping cream), so it looks like it begins to cook with the butter at the start of the cooking process, and continues to cook with the heated milk portion of the recipe. Hopefully this answers your question.