We choose to make the setup as easy as possible. Often people have an existing site that is sometimes not eZ Publish but another system or static html. So this way you can use it whatever your level of eZ Publish knowledge is.
So if you want a tight integration into an existing eZ Publish site it will depend on your environment, but mostly it will be best to have it in the same installation. For that you can use the setup wizard and use it as a reference.
But anyway we are preparing a documentation, how to do add it to an existing site by end of the month.