how difficult is it to step the mast and attach the boom? Can it be done alone? Are there winches or how are they set up?
I'm not familiar with the O'day set up, but I can describe how you step the mast on a Catalina 22.
When trailering the boat, the mast will sit on the bow and stern pulpits. To step the mast you need to move the mast aft, so that the mast butt is at the mast step. I built a simple mast crutch, because the top of the mast (now moved quite a bit aft of the stern) must be elevated. With the top part of the mast resting on the crutch, it was simple to insert a pin through the mast step and base of the mast. Now you can get ready to raise the mast.
Since the mast on a Catalina 22 isn't that heavy, a STRONG person could raise the mast by hand. The side stays prevent the mast from falling over and the backstay will prevent it from falling too far forward. I raised the mast like that once or twice, but it was very difficult. An easier way was to tie a line around the forestay and connect that to the winch on the trailer, that is normally used to winch the boat back onto the trailer. With the winch on the trailer it was pretty easy to crank the mast up. When the mast was vertical you connect the forestay and disconnect the line.
You tension the forestay, the other stays and shrouds are fine. It's pretty easy to put the boom on, just clip the end of the boom to the topping lift, then put the pin through the gooseneck at the mast end. I used to leave the mainsail on the boom when the boat was trailered.
Put the outboard engine on, put the rudder on (if the ramp wasn't too steep I could leave the rudder on the boat), back down the ramp, float the boat off, pull the trailer out and you are ready to sail.
After doing it a few times I could go from arriving at the marina to motoring away from the dock in about 1 hour. Nothing was that difficult or complicated, but there is a good amount of things to do. And expect to take at least the same amount of time at the end of the day when the boat has to go back onto the trailer.
Make sure you note that as the boat gets longer, the weight of everything goes up quite a bit faster. I believe that an Oday 222 weighs 2200 lbs, and the 25 weighs 4800 lbs. The extra 3' of length doubles the weight of the boat.
For me, trailering was a real hassle, and after 1 year of doing it I got a mooring and was much happier.