It depends a little on the actual software you are using, but the instaructions should be in the help.
Basically you start the software and laeve it running - then when the phone rings the computer will answer it, and the software should sort out whether it's a voice or fax call.
It's not the best way to handle incoming faxes, and is best for when you know you're going to get one - you can just let the system handle it.
Better is a Fax to email service. These allocate you a number somewhere, as your fax number - it takes your incoming faxes, changes them to emails, and send them to you as an email - much simpler - you don't even have to have your system on.
Free (sometimes) at click here - also a paid service at trinite click here - also an expande service at efax that lets you send by email as well as receive (good if you send to a lot of high cost destinations.