You just activate the theme the same way you would any other WordPRess theme. :) All themes require some setup. :) This is normal in Wordpress, which separates design from content. For example, someone may have a site with existing content. Forcing demo content on those users would blow away their own work. :-/
You are mostly dragging widgets in place and setting up your menu.
These forums were CLOSED to new posts on November 19th, 2012. New forums are here: http://www.studiopress.com/forums/
and you will need to SIGN UP AGAIN.
If you need assitance with setting up your theme, go to http://my.studiopress.com/
and read the SETUP links or the TUTORIALS link on the side tab.
If you need Account Assistance
, file a help desk ticket at the same location.