Internal? External?
Assuming it came with a manual, that would probably tell you how to connect it. Otherwise HP.com will have the instructions. Look up the model number on there site. I use it all the time to set up printers for reps when I don't have that printer to look at, or the manual to see the error codes.
As far as how to use it, well it should have come with some software. Guessing if you install the softare, it will have some sort of tutorial, or just a simple "click this to backup" icon in the sys tray.
Sorry I can't be more helpful. Need more info to be more specific.