Upon first launch of the app, it will automatically create one band followed by one setlist and one song associated with that band. Just modify these to get started. Most fields are editable in place; just tap in the field you want to edit.
The app follows a common iPad design format where the "master" view is on the left in landscape mode (black background), and the detail view is on the right.
In order to get to the setlists and songs, select a band. At the bottom of the master view is a tab bar selector where you can pick "Sets | Songs".
The setlists and songs are shown together in separate sections in the master view. You can search/filter across both by typing in the search bar at the top.
You must add songs to the app before they can be added to a setlist. If you have the song in your iPad's music library, you can link it by picking the "iPod" button on the right side of the song detail view. This will auto-complete several of the song fields, pull in the artwork, and make the song playable from the app.