Installing backup software may be a simple matter of dragging a downloaded file to your Applications folder, or you may need to run a more complex installer. In any case, follow the developer's directions to install your backup software now.
If you have more than one startup volume (not counting duplicates), consider installing your backup software onto each of them. This will make things easier if your main disk is unavailable and you need to restore files.
Read, or at least thoroughly skim, the documentation that came with your backup software. Acquaint yourself with the terminology the program uses and how its features are organized. Backup programs are notorious for being unintuitive, so spending some time with the manual before you do any heavy-duty configuration will save you grief later.
Next, just to get your feet wet, try backing up one arbitrary file (or small folder) from one volume to anotherand then restoring it. This seemingly small step can go a long way toward helping you to understand how the software works.