The setup instructions, the getting started guide, are basic and easy to follow. Just start there and you should be up and running in minutes.
I can't stress enough the idea of having your program track isolated, perhaps even completely separate from your layout. If you run a loco under power across the gaps from the main lines to the program track you will damage the program track electronics.
Simon Modelling CB&Q and Wabash See my slowly evolving layout on my picturetrail site http://www.picturetrail.com/simontrains and our videos at http://www.youtube.com/user/MrCrispybake?feature=mhum
Nothing too special to do, it's basically just taking the two wires connected to your DC power pack and connecting them to the Zephyr's terminals. You should set up a separate programming track. If you have an isolated section of track (electrically isolated, like a block of track) you can use a DPDT switch so you can program the engine, then switch to regular power and try it out.
One good general tip I got when I started doing DCC is that if you install a decoder in an engine ALWAYS put the engine on the programming track FIRST and try to read back something from the decoder. If you try say the decoder ID and it comes back "03" or "0003" you're fine. If not, there could be a short in the wiring. On the programming track, the power is less than regular DCC, so it's not enough to hurt the decoder if something is wrong. If you put it on the regular track and there's a problem, you could fry the decoder.
Switching from DC to DCC, just received my new Digitrax Zephyr Xtra, I have seen some videos of how to set it up and to program some locomotives. Is there anything that I should be aware of with this system, things I should and should not do. Any thoughts and ideas would be appreciated. I operate in HO scale and currently have 3 DCC equipped engines. Hope to purchase one with sound on board in the near future.