installed from a package in that manner it should 'just work' you really don't need to mess with the configuration unless you are planning on doing something special with it.
should start the ssh server, if it didn't start automatically when you installed it.
you also stated you installed the client, but then you are looking at the server (sshd) configuration file sshd_config, so what exactly is it that you want to do ?
for help you would use the man
command in Linux
man ssh - Client
man sshd - Server
man sshd_config Server Config File
to connect to a Linux machine from a windows box via ssh you can use Putty
or for a GUI to copy files back and forth winscp
works very nice
Basic Linux usage
hope that helps