Click on the big box that says connect and you're good to go.

Once you're connected, you'll be looking at your status screen. The first thing you should do is type /msg nickserv register password . Change password with what you want your password to be. Once you register the nickname, write your password down and dont tell anyone about it. If you do, people can and will mess with you. If you registered your nickname, everytime you connect to IRC it will ask your for your password, type, /msg nickserv identify "password".