All you need is a client (program)... like utorrent to get you started... You can get a nice easy to use one here:
http://www.utorrent.com/
Go to the download page.
Once you've installed it, you just need to find a torrent. Just be concious of where the folder is that your downloads are kept, so you know where to find them on your computer. You can manually set that up and direct the download to any fold you like, or one you set up. Do this in the preferences once you install the client.
Give it a try... nothing to be scared of.