If you just want to see it running, install everything in the Mod Pack, LazyLib and nothing else, and test it out in a Mission.
If you want to use it for your weapons / fake engines / etc., it's available immediately through Rebal; simply use some JSON to define the properties you want; see examples of weapons effects (in the .PROJ files), trails (again, .PROJ), and engines (in the Example, see fx_mod_styles for an "engine" example).
If you want to build new code using it, read through fx_SharedLib, particularly newParticle() and fx_Trail, and read through the example project to see a practical version of production code. Basically, it's as simple as calling newParticle() (or the variants designed to be optimized for various scenarios, like newSimpleAdditiveParticleWithUV()).
Example implementation code is in the FX_EXAMPLE project (hence, why it's named that, and why I kept it separated from Rebal).
If the above sounds like rocket science, you may need to take a little time to understand the basics of coding. This was designed so that people with a minimum amount of experience could use it; you don't need to know how rendering systems or MT code works. Trust me, I made this about as easy to use as was possible.
The example code just scratches the surface of what it's possible to do with FX; basically, if it doesn't involve particle physics or direct frame-by-frame control over particles, it's possible. Trails are somewhat simplistic, but fast; I meant to get around to explicitly supporting more features for them but other things ate my time.