Place
exec /path/to/stumpwm-binary
into your .xinitrc if you start X using startx or into .xsession if you use xdm or similar.
StumpWM's makefile also builds stumpwm.info. It contains all sorts of information, including beginner's.
If for some reason it did not, you can generate it yourself by entering the directory you unpacked StumpWM into and running:
$ makeinfo stumpwm.texi
You may read it by any means you please,
$ info stumpwm.info
will work fine. If you are unfamiliar with info, try:
$ info info