Setup
The Setup process for Cumulus is briefly mentioned in the 'readme.txt' and covered in detail in the help files. Once Cumulus is installed Click Start, Programs, Cumulus and select the Help. Expand the Introduction section and begin reading at "Getting Started"
In addition to the help, there is a handy installation guide here
Units of measure
By far the biggest decision you will make, and be held to, is the various units of measure. Select these very carefully when you are setting up.
Remember if you try to change your old data later it probably has already been rounded and applying a single conversion factor would cause inaccuracy. For instance in rainfall you can't get back exactly to mm to 1 decimal place from inches to 2 dp. For example, 0.01 in is 0.254 mm, which rounds to 0.3 mm, but 0.02 in is 0.508 mm, which rounds to 0.5 mm rather than 0.6.
You need to convert the old data first into whatever units your weather station works in (e.g. Fine Offset rainfall bucket is 0.3mm, its pressure measurement is in hPa, wind speed in metres/second and temperature in degrees Celsius), this may be different to how you have set its console display, and then convert into whatever future units you select for Cumulus. So devising suitable conversion tactics and applying to all old data could require hours of work. See this thread and others in support forum.
Dates
Cumulus does require your computer SYSTEM short date to use a format with a separator between day, month and year in whatever format suits your region e.g. dd/MMM/yy, dd-MM-yy, MM/dd/yy and dd-MMM-yy are acceptable, but ddMMMyy is not suitable as a short date format with Cumulus. Any change to your short date format later is likely to give problems.