Charles is intended to be a dive-in piece of software. Start it up, it will attempt to automatically configure your browser so you’re up and running immediately. Start browsing the web and watch the results appear in Charles; click on them and take a look at what is recorded.
In addition or instead of the above, you can also read more on how everything works.
How to set up Charles to work well for you. How to configure your browser (if it isn’t done automatically), how to configure other applications, how to work with SSL secure sites and further advanced configuration.