You have given none of the information anyone would need to help you.

I don't know what your distro is, so I cannot tell you how to install it, or how to configure the kernel if necessary, whether you'll need to configure the kernel at all, or how to manage it's init scripts.

I don't know your network layout, how many network cards your server has, which one goes where, and what you want the firewall to do, so I can't give you a configuration, either.

I can't even give you an overview since you demanded exact steps and nothing else. You've already found their page anyway, which has a clearer overview than anything I could write.

The only difference between your question and demanding I set it all up for you is that you're asking me to type it in this forum instead of in your root console. Could you work with me just a little?