Is it already built? Did someone set it up already?

I suggest you find someone experienced locally that you can get some help from.

But here are some things to do.

1. make sure that all the screws are tight and that any screws/bolts threading into metal have been loctited.
2. check the belt tension for the tail
3. turn on the tx, then plug in the receiver battery to the receiver (DO NOT PLUG IN MAIN BATTERY TO THE ESC)
4. check the functions and make sure the swashplate moves in the right directions
5. check the level of the swashplate and set up your pitch and throttle curves

There are a lot more steps after that but start there.