It should be a case of switching it on and following the on-screen instructions on it - you should get the options as to whether to use an existing iTunes account with it or to create a new one, to connect to your wifi network, and whether to enable other features (which you can chose not to at setup and then do so at a later date) e.g. iCloud, location services etc.
You can download a copy of the iPhone's manual from here : http://support.apple.com/manuals/iphone/
iTunes for your computer : http://www.apple.com/itunes/download/
Syncing music : http://support.apple.com/kb/HT1351
Syncing with iTunes : http://support.apple.com/kb/HT1386