You'll want to make sure that you have a crossover cable for the connection between the cable modem and the router. Although many routers can automatically do the crossover, some can't, and it's best to do that if you have one lying around.

Connect the cable modem to the router's "WAN" port. This allows the router to firewall it if you so please, and it's where it expects the internet to be.

All hardwired connections use the router's built in 4-port switch, and should be easy enough to configure.

For the router's internet setup, usually the easiest thing to do is have only your main computer connected to the internet-connected router. Then follow the setup wizard (and it's probably a good idea to let it clone your computer's MAC address). The rest if pretty straightforward.