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If you have never used TeX before, then it is recommendable to work through one of the TeX/LaTeX tutorials. A good starting point is this entry in the UK TeX FAQ: http://www.tex.ac.uk/faq/.
MiKTeX doesn't differ very much from any other TeX system you might have used before. Typesetting with MiKTeX involves these steps:
Start TeXworks (a simple TeX frontend) and edit your LaTeX document.
Press Ctrl+T to create a typeset view of your document.