Forums can be a little tricky to begin with. First of all you need to find somewhere to store your forum in the back end, most likely a folder. Once there create a Forums Board object that will form the basis of your forum. Name it something appropriate like help forum. The rest of the forum then has 3 levels: Forum Category, Forum and Forum Topic. Each of these are object types and allow you to subdivide your forum as you see fit. The Forum Category and Forum object types are created by you and named to create the sections and categories of your forum. The Forum Topics on the other hand are created in the front end by the users to ask their questions or start a discussion. Once you have all the Forum Board, Forum Category and Forum object set up you need to set an atom on the webpage you are using for your forum(s) as a Forum Atom. Set the Root Object as the Forum Board object which you created first. Once this is done configure any of the settings you wish and then click save and close. You should now have a forum on your website.
As i say this can be a bit tricky so if you need any more help please let us know.