It goes basically like this: read the docs, unpack, compile, install, read the docs, read the configs and try some, test, read logs, tweak, read docs again. OK, maybe that doesn't sound funny, but really, running Nagios isn't hard. Once you've read the docs. Most people who ask about Nagios don't seem to be willing to do that and so they end up with all sorts of problems that are easy to track back to misconfiguration and not understanding or even reading the docs.
That said, if you have *specific* questions, just ask.