Launching the clientThe first step in any of this is of course launching the client. The WoL client runs on
Java so if you don't have that installed then that is the first step. Clicking the
Client link on the upper right corner of the site will download a ".jnlp" file that tells
Java how to run the client.

If you can't see the Client link like above, make sure you are logged in, and your account is associated with a guild.
The download process is different between browsers, here are some screenshots from
Chrome,
Firefox, Opera, and Internet Explorer. If a browser allows you to open the file directly with Java, that is usually easiest.
Chrome:
Chrome will display a security warning

After clicking save simply click on the file to launch it
Firefox:
Firefox allows you to either directly open the file with Java, or save it to disk.
Opera:
Opera also allows you to either directly open the file with Java, or save it to disk.
Internet Explorer:
Internet Explorer's behavior seems to change with every version. For the currently released version 8, the dialog looks like this:

For version 9 a bar will appear at the bottom of your screen that looks like this:

If you chose to save the file, simply double click on the file from wherever you saved it.
If you don't have Java installed your browser will not offer you the option of opening the file with it, and manually clicking on the file will give you something like this:
Set upOnce you have the client running, you need to do a tiny bit of set up. Click on Edit -> Preferences. You should be looking at a screen that looks like this:

The top part allows the client to login as you and upload reports to your guild. Fill in your WoL account information here and click "Test account settings". This will do a test login to verify that the credentials you entered are correct. When a valid login has been entered the information is saved and doesn't need to be changed unless you want to upload to a different account.
The lower part tells the WoL client where your WoW log directory is. If this isn't filled in press the "Find/Test and save" button, locate and select the folder. Once this has been entered you shouldn't need to change it.