When you first open Lightroom you are presented with a dialogue box asking to make a new catalogue. Once you have created a few catalogues the dialogue box will present a drop down menu with previous catalogues that you can open. For now, we'll concentrate on making your first catalogue.
The first thing you must decide is where you're going to store your catalogues. I use the Pictures folder, in a sub catalogue called Lightroom, but it's up to you to decide on your file structure and naming conventions. For this catalogue, we'll call it Lightroom Tutorial in the Save As window, and then save it in a new folder with the same name in the Lightroom parent folder.
Once the catalogue is created a new blank Library window is created. The next step is to get your photographs into the Library. We do this with the import button in the bottom left hand corner.
You have a choice of ways to do this, either from images already downloaded to your PC or via an attached USB device, whether that's a camera or card reader. If you use already downloaded images you can opt to keep the pictures where they are or copy to a new location. I recommend having them already in place. If you use Lightroom to download them then select the location on you PC where they need to be saved. You can also choose to eject the device (card or camera) on completion. Finally there's an option to save files as DNG if you wish. I find this takes longer as the files are converted on the fly so I don't bother with this option, but there are some proponents who would recommend always using this route.
In the import box there are several other options you can go through. The most useful is the preview box, which shows thumbnails of the images, along with a tick box that allows you to select images you don't want to import. This is useful for getting rid of the out-takes and for saving disc space, or maybe deselecting images you've already downloaded but haven't yet deleted from the card. You can also change the filenames, add keywords and metadata and so on via some of the other options in the dialogue box. Whether you use these is down to personal choice.