well, first off open ableton live and go through the help tutorials there. i'm sure you'll find they are quite helpful. ableton live can not be approached in the same way that most other DAW's are. the layout and way you interact with the audio/midi files is slightly different. (you wont be using the top menu bar very much)
- open ableton live
- on the left hand side there is a browser, navigate to where the files are that you would like to import
- next click and drag the files over into the session or arrangement view (depending on which you are in. hit [tab] and you'll switch between the two).
now you're ready to go.