Your Smoothieboard comes with a microSD card in the microSD slot.
The boards come pre-flashed. With a basic configuration file installed on the SD card, no preparation is needed before you can connect Smoothieboard to your computer and start interacting with it.
Connecting via USB
A good first step is to connect your board to your computer to familiarize yourself with it. Connect a USB-B cable to the USB connector on the board, and to your computer.
A moment after connection, your computer will recognize the Smoothieboard as a USB Mass Storage Device (like a USB disk-drive or a SD card reader), showing you the files present on the SD card. Drivers are needed for Windows 7/8, while Linux and Mac OS X directly support the device, you can find those drivers here.
This allows you to add, copy, edit or delete any file you'd like. Already present on the SD card is a file named "config". This file contains all of the configuration options for your board and is read when you start or reset your board. You edit the configuration simply by editing this file in a Text Editor, saving it and resetting the board. No need to recompile or flash the board.
More on configuration
You can read more about configuring your Smoothieboard at Configuring Smoothie
The SD card can also be used to flash a more recent version of the firmware to your board, see where to get the binary file and how to flash it via the SD card.
It can also be used to store and play G-Code files, see Player.
USB Mass Storage is not the only thing you get when you connect the board. The board also exposes a USB CDC Serial interface, allowing you to send G-Code and receive answers. (There is also a DFU interface for flashing firmwares but that's mostly for developers).
The CDC (Serial) interface is the interface host programs like Pronterface use to allow you to interact with your machine. If you are already familiar with it, you can try connecting right now and get an answer from the board. If not, we explain it all later in this guide.
Connecting via the network
The other main communication interface present on the Smoothieboard, apart from the USB port, is the Ethernet port, which allows you to connect your board to your local Ethernet network, and talk to the board via TCP/IP.
This is the same kind of technology you would find on a network-connected 2D printer for example.
It allows you to access a web interface the board serves, and control the machine via your browser.
Network is disabled by default, but is very easy to enable and configure.
It is also the recommended main method of communicating with your Smoothieboard.
You can find all the information you need about using the network interface here : Network interface
Updating your firmware
Now that you have your board, a very good idea before starting is to update your firmware to the latest version.
You do this by downloading the latest firmware.bin file, pasting it unto the SD card, and resetting the card.
Then, the new firmware will "flash" ( you will see the LEDs on the board do a little "dance" ), and you now have the latest version.
This is particularly useful if you ever need to ask for help, as people helping you will be assuming you have the latest version.
You can find the file, and information on how to flash it, at Flashing Smoothie Firmware.