Did anyone actually RTFM on their main site? It gives pretty clear instructions... with sections on each and every aspect.
Win32 Codecs should already be in place before you start the installation. To configure with GUI interface, type:
You will need to follow the instructions in the manual to find out how to put a font in the font folder, use a skin as default, and open the player using gui. I don't feel like retyping the whole thing :-)