All the instructions for installing and using LastWave can be found in the LastWave documentation or (a shorter version) in the files INSTALL_XXX (where XXX is the type of system you have).
On the LastWave web site you can download the documentation and the reference manual either in a postscript format or in a pdf (acrobat) format. Both have been generated using Latex.
The best thing you should do is to print the LastWaveDocumentation.ps file and read the first pages which will tell you about the Copyright of LastWave and about how to install LastWave on your computer.
If you want to see some tutorial demos of LastWave, just run LastWave, type 'Demo' and follow the instructions.