I don't get the ship stuff!

I really really don't. I read all I could on the site regarding the ship my husband's family left Norway on, and I just don't get it. Here is the story...I am researching Paul Ry (listed as "By" in the digitalarkivet) and his daughter Ella. They left Trondheim 27 Jun 1883 on a ship listed as Dampsk Hero (I assume it means the ship "Hero") from the Cunard Line, traveling to New York. From what I understand from this site (and I am probably completely wrong) is a ship from the Wilson Line probably picked them up, then they sailed from Liverpool on the Hero? It doesn't sound right to me, so I am probably misunderstanding the way this worked. I could not find Paul or Ella on the Ellis Island database, or anything else for that matter. I have been desperately seeking them, but have had no success. I have found previous immigration/naturalization records on ancestors who sailed from Norway, but they've all either landed in Minnesota or Wisconsin where I have direct access to records. I have never dealt with New York as far as immigration records go. Can anyone give me any insight on the situation? I am at a total loss. Thank you!