Step 1: Plug power adapter into it using the supplied power adapter, then connect the other end of said adapter into a wall socket for power. (if you were not supplied with said power adapter then ask if there is one, otherwise, you will need to set out to get one yourself) Once power supply has been plugged in, press the power button on the device to turn it on.
Step 2: Connect audio into it using any one of the 4 ways: Coax, AUX, Optical, or Bluetooth. (You can also play music files on directly using the USB port and a flash drive or some other media storage device that uses USB, or with the SD card slot and an SD card with music files on it)
Step 3: Adjust sound setting in Windows (or Mac or Linux) to use said connection type as...