There seems to be something missing from your post: You've not told us which software you've got!
All video cards normally come with some sort of software. Usually, all you have to do is run the software and you'll see your picture on the screen. Simply click 'Record' or 'Capture' to start recording and (stating the blindingly obvious), click 'Stop' to stop recording.
The software normally includes various options, including determining the image size and frame rate for the captured video. (Big sizes and rapid frame rates result in very large video files). There will also be an option to determine whereabouts on your HD the files are stored.
I'm sorry that everything I've typed has been rather vague but, without knowing the software you're using, it's hard to give precise details.
Of course, all of this makes two assumptions. The first one is that you've actually got a video source plugged into the capture card. If not, you'll have to find a way of matching up the output of whatever device you're using (camcorder, VCR, DVD player, etc), to the input of the card. That might involve using an adapter lead. The best place for most types of leads is Maplin Electronics but some leads (e.g. Scart to AV for �1.97) are available from places like Tesco Extra.
The other assumption is that you've actually got some suitable software. If not, try this. (It's free):
http://www.download.com/Stoik-Capturer/3000-21 69_4-10285947.html?tag=lst-0-2
Once again, I'm sorry that this is a bit vague but it's the best I can do with the information you've provided.
Chris