Selenium is a tools that let you automate visits to a site and test for conditions; mostly presense of text on page or in html controls. The selenium server needs to be running which will enable you to control a browser (firefox by default) to do you automation tasks.
Starting the server could be something like
"javaw.exe" -jar selenium-server-standalone-2.0b2.jar"
where javaw.exe is part of your java runtime, most likely in C:\Program Files (x86)\Java\jre6\bin\ or C:\Program Files\Java\jre6\bin\.
You also have the possibility of installing a Selenium IDE as a plugin to firefox which lets you record, edit and playback tests.
The most likely usage would though be to implement tests in a test runner like nunit or a php program. The IDE has export functionality for this.