I guess first of all you take the manual/User Guide out the box and read it, if you don't have one you can get the User Guide off the TP-Link website here. It will tell you exactly what you need to do to set it up.
My guess is that it will probably create its own wireless hotspot to begin with which you can connect to (settings usually on the label on the underside of the unit) and the manual will tell you the IP address you need to type in to configure it. TP-Link also provide a simulator for that model so you can mess around with all the settings first before you do it for real on your own unit.
My Computer
Computer type
PC/Desktop
Computer Manufacturer/Model Number
Self Built
OS
Windows 7 Ultimate x64
CPU
Intil i7-860
Motherboard
Gigabyte GA-P55a-UD6
Memory
16Gb Corsair XMS3 1600MHz
Graphics Card(s)
MSI N470GTXTwin FrozR II
Monitor(s) Displays
Samsung S23A700D
Hard Drives
1x Samsung 840Pro SSD 256Gb for Windows
2x WD Green 2Tb (for Storage)
1x Western Digital Caviar Black 2 TB 7200 RPM (also for storage)
1x Samsung HD501LJ 500Gb for Ubuntu