If you want to use the tools provided, you only need to place the driver library in you library path (for example LD_LIBRARY_PATH in linux, DYLD_LIBRARY_PATH in OSX), and run the program.
Since this module works over a network, you'll also need to provide its IP address. You do this by specifying it for the name HSM in /etc/hosts (or your local equivalent).
A quick way to use other tools that talk PKCS #11 in Linux is to use the LD_PRELOAD environment variable, thereby overriding any pkcs11 library installed on the system.
Of course you can link against the library when you are compiling your own software.