The Pi Zero W is one of my favorite SBCs - tiny yet incredibly powerful compared to other small hobby boards like the various Arduino models.
That said, as several others have pointed out, the Pi Zero will struggle a bit on heavy duty applications like web browsing due to it's limited single core CPU and 512k of RAM.
Don't let that discourage you, as the Pi Zero is actually a bit MORE powerful than the original single core Raspberry Pi models of only a few years ago, and there are literally THOUSANDS of applications that will run just fine.
Now, to answer your question directly - broadly speaking there are basically just TWO things you have to do to get your Pi Zero up and running:
(1) Connect up the hardware - this includes Power, HDMI Video, a USB Keyboard, and a Touchpad or Mouse
(2) Flash an operating system on your MicroSD card, and plug it into the Pi Zero
Step 1, connecting up all the hardware is just a little more complicated with a Pi Zero than the other larger Pi Models, because it uses a Mini-HDMI video connection, and micro-usb2 OTG plug (USB On The Go) plug for its USB peripherals. The Mini-HDMI type cables are less common, so you may need an adapter, and the single micro USB creates a bit of a bottleneck when it comes to hooking up BOTH a USB keyboard and Mouse or Trackpad at the same time. There are two simple ways to resolve the single OTG port issue. The first is to use a combo keyboard/trackpad connected with a simple USB to USB micro OTG adapter. The second involves hooking up the Pi Zero's single OTG port to a USB hub similar to those sold for use with cell phones and tablet devices, and then hooking up your multiple USB devices through the hub.
Step 2, flashing your operating system also involves TWO options. First you can use etcher or a similar card flashing program to burn the raw operating system image to your microSD using a microSD reader on your PC (there are many programs to do this, but "etcher" is one of the simplest to use). The second, way to install your operating system is to use the NOOB option, which has the advantage that you don't need ANY additional software at all - you just have to be PC savvy enough to UNZIP the NOOBS zip file then open the folder and drag EVERYTHING over to the ROOT folder of your EMPTY microSD card. The only possible hangup is that the microSD card MUST be formated FAT32, but this is normally NOT an issue, so long as the card is 32GB or smaller. Once you drag the contents of the unzipped NOOBS folder onto your blank microSD, you just put it into your Pi Zero and power it up! - then the NOOBS will walk you through the rest of the operating system install.
Most experienced users just flash their images directly, because it avoids the second step of having to work through the NOOBS installation - but if you don't want to fiddle with flashing software, NOOBS is a good option.
You will also find instructions around the web for so called "headless", "ssh", or "vnc" type access. These options involve connecting to your Pi Zero using either WiFi or USB networking from a terminal or VNC client, which are very useful options for advanced users, but can be a little confusing for new users, so probably best to just get your Pi Zero up and running with a local HDMI display, keyboard, and mouse or trackpad the first time around.