Begin setting up your camera by finding the Quick Start Guide. With some models, it's a printed card or poster that's separate from the user guide. With other models, the Quick Start Guide may be printed inside the user guide.
The Quick Start Guide should provide easy-to-follow instructions for charging the battery, for inserting it correctly into the camera, and for inserting the memory card. Most Quick Start Guides include both illustrations and printed instructions.
Just be certain to follow the instructions in order. Don't skip around.