First download the client. If you are using Windows, you can download the compiled client from the "Downloads" section. Other operating systems you will need to compile the code yourself, by downloading the source first.
Once you have the qt-client ready, follow the following steps: 1. Start up grain-qt, wait for it to load, then exit. 2. Put grain.conf (see sample file below) in your c:/users/**yourcomputername**/AppData/Roaming/Grain 3. restart grain-qt, and you should connect and sync.
Then launch your favorite miner to begin mining, for example if you use cgminer, do this: cgminer ex: cgminer.exe --scrypt -o localhost:11055 -u **yourusername** -p **password** (without **)