heh, everything is complicated if you haven't done it before.
I think you should have a defualt page already set up when installing the CMPS product, try heading to admincp -> CMPS -> Edit Pages. The default page if I remember is called "homepage", click to edit that and there should be lots of options there, the ones you want are to add a Module to the page - try the Welcome Block and Buddy List for example.
After that the page should be suitable to integrate with your forum pages.
Btw: you can integrate with your forums without this product, this just gives you extra control over when to add that integration.
Unfortuantely I have to go catch a train now (well, ten minutes ago...!) and offline for a week, for more help on setting up the CMPS side of things you can ask over at
www.vbadvanced.com - they'rea friendly lot