Congratulations on your new rig...you're going to love it!
Mine's an MT, but procedures should be similar.
-Make sure that the lever on your PTO winch head is off (you can tell because the dog collar will not be engaged on the winch drum).
-Put your tranny in Neutral, and your T-case into Neutral.
-Pay out your cable and secure it to where you want. Engage the dog collar by moving the lever on the PTO winch head. Make sure the pin on the lever is secured to the appropriate hole in the plate.
-Put the PTO lever in the cab to "ON". You will have to simultaneously push down the two buttons while moving the lever to move it. It sometimes takes a bit of effort to make it go into place.
-Put your transmission into gear, probably one of the lower ones, and start pulling by applying throttle slowly. Forward gears would pull the winch cable in, and Reverse should pay it out.
Maybe practice on something before you have to use it for real to get comfortable with it. I've already pulled out a Minitruck from a ditch and up a long embankment, and the PTO didn't even really feel like it was trying. From the discussion here, it sounds like the OEM shear pin is a bit light, so you have to watch that. Some have suggested drilling out the shear pin hole slightly and fitting a slightly larger one to prevent easy breakage on the trail.
Good luck and have fun.