Charlie- good to hear it came with fly line and tippet. It should have backing too, no? it should be the braided dacron stuff....
to rig it all up, go to the fishing knots section of Animated Knots by Grog
Arbor knot to attach backing to fly reel
Albright knot to attach backing to the thinner back end of fly line, and butt (heavy section) of leader to the thicker front section of fly line.
Blood knot or double surgeons to attach tippet to front of leader
Improved Clinch to attach tippet to fly
If you want to practice some, just attach a bit of yarn about the size of a pea to the end of your tippet If you don't have tippet you can add a short 2' section of 6lb mono, or tie to the end of your leader for now. Try to do it on grass if you have any out there so you don't scuff up your fly line on pavement or rocks.