How do you install the Membership Plug In into a Word Press Site?

I don't understand how to place the membership plug in into my existing site. I have filled out the different levels of membership, etc., but do I create a new page called 'Membership' and then what? If you could send me detailed instructions on how this plug in interfaces with my WordPress site, I would greatly appreciate it.
Thanks for your help.
Best regards,
Richard
Richard.Yanni@exportintelligenceagency.net