If you have the latest trial org, look at the tab titled "Getting Started" - it's a great way to, well, get started.
You should also have a link to the "installation and configuration guide" on the left on the home page.
The help files are very useful for specific activities.
Did you purchase services with your org? The partner or BMC services person can work with you and take you through the steps.
After looking at the "get started" and the "install and configure" stuff, then if you have specific questions let us know!