Welcome to eZ Publish. Yes, there is configuration to do. The requirements to meet are here: steps are here: http://ez.no/ezpublish/requirements. The installation steps are here: http://ez.no/doc/ez_publish/technical_manual/4_0/installation/normal_installation.
At which step did you run into trouble? What result did you see that let you know there was trouble? Does the system already meet the requirement?