Login to your control panel, visit the 'Settings' area, you will see a link to 'Payment Methods' on the flyout menu. Click on payment methods. You will see a list of the supported payment providers with a link to 'Configure' to the right. For your chosen payment service provider(s) click 'Configure', you will be presented with a form into which you will need to enter your installation/account details provided by your service provider.
Each payment service provider has a different selection of values that you need to enter in the configuration screen. For paypal or nochex, it might just be an email address. For Worldpay you will have installation id, account id, authmode and more.... Once you have been provided with your account details by the provider, it should be self explanatory.
Some of the integrations offer a testmode which allows you to process test transactions (with no money exchanged) - you can enable testmode in the configuration screen. For integrations such as protx, worldpay and secpay you will need to contact them for details of test card numbers etc.
storesprite effectively connects to your chosen payment service provider and then receives a response from it. You will need to follow your payment service provider's documentation in order for you to customise their hosted payment pages.