Basically, the RAID controller has its own BIOS and setup program. You use the setup program to configure your hard drives and that's about it. Installing the RAID controller itself shouldn't be a problem. It comes with drivers like any other controller card you put in.
Once you have your drives set up, you have to tell the BIOS to boot from the RAID controller. It varies depending on the BIOS, but you just make sure that the first boot device is your RAID controller. For example, on my current system my first boot device is set to SCSI, since RAID controllers are seen as SCSI devices. Once you do that then you can install Windows like you would to any other hard drive.
You can use a RAID controller as a normal IDE controller if you want without doing RAID. I think they call that JBOD ... just a bunch of drives.
I don't know if Linux supports RAID or not. I suppose it would depend on whether the controller manufacturer provides Linux drivers, since the drive setup and boot priority are done in BIOS.
I had never set up RAID before I got my Promise FastTrak, but I didn't have any problems. I didn't explain it too well here, but it's not that difficult to set up.