First, go through the Powerpoint presentation which introduces you to FPGAs.
Click here to see the powerpoint presentation: [PDF] [PPT]
The first part of the hands-on section involves setting up the board and downloading a simple counter to it. There are 2 main files you need to download. The first is the document giving you step by step instructions on how to load up the Xilinx software and download the program onto the board. The second file will depend on the version of the Xilinx software you're running.