How do I set up Bitcoin?
You need a wallet so that you can send or receive bitcoin.
How does a Bitcoin miner work?
A bitcoin miner if just an algorithm that a component on you computer runs to guess the lucky number. If you correctly guess the number you earn the block.
How do you mine for Bitcoins?
You can mine with your cpu but you wont have a high enough probability to mine anything because there are large mineing databases that compute many more hashes than your cpu can. You can by a bitcoin miner to use instead of your cpu.
What does a Bitcoin miner actually do?
Tries to guess the next 'number' that bitcoin has generated.