What type of setup are you looking for (getting it installed, setting up users, creating custom fields, roles, etc.)? Is everything running properly? With Zurmo's install requirements, sometimes it is difficult to install on shared hosting, but we will make things easier in an upcoming release. If it is easier, we can provide you a hosted trial instance: http://zurmo.org/free-trial
Everything is running, I purchased the hosting from Arvixe and they set it up for me. But I am just lost on where to get started to customise it for our needs. I thought there might be instructions to customise it and instructions on what everything does. Is there anything as the site only explains bits and pieces.