Hi,
Welome to the community! 
A good place to start is the Video Library on the site at: http://www.fitnessanywhere.com/trx-resources/trx-exercise-video.php.
This covers setup and use, as well as how to do many of the exercises on the TRX itself. What package did you get? A lot of them come with 1 or more DVD's, but not the base package. If you do have a DVD, such as the All Body XPress DVD, that is definitely an excellent starting point.
How you mount it depends on the anchor(s) you have. With the Suspension Anchor, you wrap it around an anchor point approximately 6 ft above the ground, either an overhead anchor point like a soccor goal post, on horizontally around an anchor point such as a tree, light pole, etc..
Let me know if you have any questions.
Thanks,
Justin