To get started go to http://download.mantidproject.org/.
Please follow instructions on download site according to operating system. For Windows and Mac there is an installer package, while for Ubuntu you can use apt-get. For the new instrument computers Mantid 3.11 will be pre-installed, or the nightly will be installed if required.
You can download the ILL usage example data from this link - ILL_Usage_Examples.zip. To get access to this you will need to have logged into https://code.ill.fr/ and then request access from the CS group, if you have not been added already.
Setting the default facility is important to help Mantid find the ILL data files correctly. You can also select a preferred instrument, but in most cases this will not affect the behaviour of Mantid.
Click on the “Manage User Directories” button to add the directories containing data for treatment. Make sure to add the directory containing the ILL example data. You can also select a preferred save directory.
At any time just go to Help -> First Time Setup to add more data directories.